Refereed papers
2010
- Rainbow plots, bagplots and boxplots for functional data
- Using functional data analysis models to estimate future time trends of age-specific breast cancer mortality for the United States and England-Wales
- Detecting trend and seasonal changes in satellite image time series
- Density forecasting for long-term peak electricity demand
- The vector innovations structural time series framework: a simple approach to multivariate forecasting
- Exponential smoothing and non-negative data
- Forecasting functional time series
- Monitoring processes with changing variances
- Rule induction for forecasting method selection: meta-learning the characteristics of univariate time series
- Hierarchical forecasts for Australian domestic tourism
- A multivariate innovations state space Beveridge-Nelson decomposition
- Forecasting time series with multiple seasonal patterns
- Stochastic population forecasts using functional data models for mortality, fertility and migration
- Automatic time series forecasting: the forecast package for R
- The admissible parameter space for exponential smoothing models
- Modelling and forecasting Australian domestic tourism
- Generation of synthetic sequences of half-hourly temperatures
- Measurement of changes in antihypertensive drug utilization following primary care educational interventions
- Robust forecasting of mortality and fertility rates: a functional data approach
- Do levels of airborne grass pollen influence asthma hospital admissions?
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach
- Minimum sample size requirements for seasonal forecasting models
- Forecasting age-specific breast cancer mortality using functional data models
- Another look at measures of forecast accuracy
- Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
- Projection pursuit estimator for multivariate conditional densities
- Another look at measures of forecast accuracy for intermittent demand
- A note on the categorization of demand patterns
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation
- 25 years of time series forecasting
- Characteristic-based clustering for time series data
- Measuring change in prescription drug utilization in Australia
- The accuracy of television network rating forecasts: the effects of data aggregation and alternative models
- Sensitivity of the estimated air pollution-respiratory admissions relationship to statistical model
- Empirical information criteria for time series forecasting model selection
- Stochastic models underlying Croston’s method for intermittent demand forecasting
- Prediction intervals for exponential smoothing using two new classes of state space models
- Local linear forecasts using cubic smoothing splines
- The interaction between trend and seasonality
- Nonparametric confidence intervals for receiver operating characteristic curves
- Exponential smoothing models: Means and variances for lead-time demand
- Spline interpolation for demographic variables: the monotonicity problem
- Normative data for the Test of Visual Analysis Skills on an Australian population
- Unmasking the Theta method
- Improved methods for bandwidth selection when estimating ROC curves
- Mixed model-based hazard estimation
- Nonparametric estimation and symmetry tests for conditional density functions
- A state space framework for automatic forecasting using exponential smoothing methods
- Using R to Teach Econometrics
- Cycles and synchrony in the Collared Lemming (Dicrostonyx groenlandicus) in Arctic North America
- It’s time to move from ‘what’ to ‘why’
- Data visualization for time series in environmental epidemiology
- Bandwidth selection for kernel conditional density estimation
- Non-Gaussian conditional linear AR(1) models
- Residual diagnostic plots for model mis-specification in time series regression
- Generalized additive modelling of mixed distribution Markov models with application to Melbourne’s rainfall
- Nonparametric autocovariance function estimation
- Some properties and generalizations of non-negative Bayesian time series models
- The pricing and trading of options using a hybrid neural network model with historical volatility
