The thief package provides tools for Temporal Hierarchical Forecasting. The methods are described in Forecasting with temporal hierarchies, co-authored with […]
Talk given at the Melbourne Data Science Initiative, 6 May 2016.
Rob J Hyndman, Earo Wang and Nikolay Laptev
Talk given to a joint meeting of the Statistical Society of Australia (Victorian branch) and the Melbourne Data Science Meetup Group.
The MEFM package for R includes a set of tools for implementing the Monash Electricity Forecasting Model.
Workshop held at UWA on 23-25 September 2014.
The forecast package for R provides methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.
The hts package provides methods for analysing and forecasting hierarchical time series.
The demography package for R contains functions for various demographic analyses. It provides facilities for demographic statistics, modelling and forecasting. […]
The hdrcde package provides tools for computation of highest density regions in one and two dimensions, kernel estimation of univariate […]
The ftsa package provides tools for modelling and forecasting functional time series.
The rainbow package provides tools for plotting functional data including the rainbow plot, functional bagplot, functional HDR boxplot. The methods […]
The fds package provides functional data sets useful for testing new methods.
Talk given at EURO/INFORMS, Rome, 1 July 2013 And at UseR! 2013, Albacete, Spain, 10 July 2013.
The Mcomp package for R provides the 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 […]
Rob J Hyndman, George Athanasopoulos and Han Lin Shang The new version of the hts package (v3.01) has a vignette.
Automatic identification of breaks for additive season and trend, designed for use with remote sensing data. Based on Verbesselt, Hyndman, […]
The fpp package for R provides all data sets required for the examples and exercises in the book Forecasting: principles and […]
Melbourne R Users’ Group Tuesday 20 November 2012 Deloitte, Level 11, 550 Bourke Street, Melbourne Slides and video on my […]
The expsmooth package for R provides data sets from the book “Forecasting with exponential smoothing: the state space approach” by […]
The fma package for R provides all data sets from “Forecasting: methods and applications” by Makridakis, Wheelwright & Hyndman (Wiley, […]
Melbourne R Users’ Group Thursday, October 27, 2011, 6:00 PM Deloitte, Level 11 (Culture Room), 550 Bourke Street, Melbourne I […]
Stephan Kolassa and Rob J Hyndman Foresight: the International Journal of Applied Forecasting (2010), 17, 19-24. Online paper
Journal of Statistical Software (2008), 27(3) Rob J. Hyndman and Yeasmin Khandakar Abstract: Automatic forecasts of large numbers of univariate […]
Download code Description Perform cubic spline monotonic interpolation of given data points, returning either a list of points obtained by […]
R workshop. Melbourne, 29 June 2008. There was an R workshop on 28-29 June, just before the Australian Statistical Conference. […]
The addb package contains 9 data sets, taken from the Australian Demographic Data Bank version 3.2b, courtesy of Len Smith. […]
Journal of Applied Econometrics (2002), 17(2), 149-174. Jeff Racine1 and Rob J Hyndman2 Department of Economics, University of South Florida, […]
American Statistician (1996), 50 361-365. Rob J Hyndman1 and Yanan Fan2 Department of Econometrics and Business Statistics, Monash University, Clayton […]
Axford, R.L., Grunwald, G.K. and Hyndman, R.J. (1995) Invited chapter in Health informatics: an overview, (ed. Hovenga, Kidd, Cesnik). Online […]
<a ” href=”http://www.amazon.com/ITSM-Windows-Guide-Modelling-Forecasting/dp/0387943374″>Brockwell, P.J., Davis, R.A. and Hyndman, R.J. (1994) ITSM for Windows: a users guide to time series modelling […]