Professor Rob J Hyndman

Rob J Hyndman

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Working papers

2009
  • Forecasting time series with complex seasonal patterns using exponential smoothing
  • Nonparametric time series forecasting with dynamic updating
2008
  • The tourism forecasting competition
  • Forecasting without significance tests?
2007
  • Optimal combination forecasts for hierarchical time series
  • A state space model for exponential smoothing with group seasonality
  • Improved interval estimation of long run response from a dynamic linear model: a highest density region approach
2006
  • Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity
2005
  • Time series forecasting: the case for the single source of error state space approach
2000
  • Seasonal adjustment methods for the analysis of respiratory disease in environmental epidemiology
1996
  • A unified view of linear AR(1) models
1995
  • The problem with Sturges’ rule for constructing histograms
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  • My other webpages

    • International Journal of Forecasting
    • Time series data library
    • Forecasting textbook
    • Exponential smoothing book
    • Dandenong Bible Education Centre
    • Bible answers blog
  • RSS From my research blog

    • Using the command line in Windows
    • Learning R by video
    • LaTeX error in beamer
    • Using Google Reader
    • Top four LaTeX mistakes
    • What to do when the PhD is finished?
    • Why referee?
    • Writing a referee report
    • iPhone apps for research
    • Using DOIs
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