Professor Rob J Hyndman

Rob J Hyndman

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Working papers

2010
  • Short-​​​​term load forecasting based on a semi-​​​​parametric additive model
  • The price elasticity of electricity demand in South Australia
  • Investigating the influence of synoptic-​​​​scale circulation on air quality using self-​​​​organizing maps and generalized additive modelling
  • Quantifying the influence of local meteorology on air quality using generalized additive modelling
  • A comparison of ten principal component methods for forecasting mortality rates
2009
  • Forecasting time series with complex seasonal patterns using exponential smoothing
2008
  • 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 websites

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

    • Why God never received a PhD
    • How to fail a PhD
    • Econometrics and R
    • Job advertisements
    • Benchmarks for forecasting
    • Transforming data with zeros
    • The tourism forecasting competition
    • Twenty rules for good graphics
    • Statistical Analysis StackExchange site now available
    • More StackExchange sites
In God we trust. All others must have data. (W. Edwards Deming)

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