The thief package provides tools for Temporal Hierarchical Forecasting. The methods are described in Forecasting with temporal hierarchies, co-authored with George Athanasopoulos, Nikolaos Kourentzes and Fotios Petropoulos


  Tag: software

42 posts
August 22nd, 2016

thief package for R

The thief package provides tools for Temporal Hierarchical Forecasting. The methods are described in Forecasting with temporal hierarchies, co-authored with […]

May 6th, 2016

Automatic foRecasting using R

Talk given at the Melbourne Data Science Initiative, 6 May 2016.  

June 1st, 2015

Large-scale unusual time series detection

Rob J Hyndman, Earo Wang and Nikolay Laptev

May 26th, 2015

Visualization of big time series data

Talk given to a joint meeting of the Statistical Society of Australia (Victorian branch) and the Melbourne Data Science Meetup Group.

December 17th, 2014

MEFM package for R

The MEFM package for R includes a set of tools for implementing the Monash Electricity Forecasting Model.

September 23rd, 2014

Forecasting: principles and practice (UWA course)

Workshop held at UWA on 23-25 September 2014.

May 8th, 2014

forecast package for R

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.

April 9th, 2014

hts package for R

The hts package provides methods for analysing and forecasting hierarchical time series.

February 1st, 2014

demography: Forecasting mortality, fertility, migration and population data

The demography package for R contains functions for various demographic analyses. It provides facilities for demographic statistics, modelling and forecasting. […]

October 19th, 2013

hdrcde package for R

The hdrcde package provides tools for computation of highest density regions in one and two dimensions, kernel estimation of univariate […]

August 29th, 2013

ftsa package for R

The ftsa package provides tools for modelling and forecasting functional time series.

August 28th, 2013

rainbow package for R

The rainbow package provides tools for plotting functional data including the rainbow plot, functional bagplot, functional HDR boxplot. The methods […]

August 22nd, 2013

fds package for R

The fds package provides functional data sets useful for testing new methods.

July 4th, 2013

R tools for hierarchical time series

Talk given at EURO/INFORMS, Rome, 1 July 2013 And at UseR! 2013, Albacete, Spain, 10 July 2013.

June 19th, 2013

Mcomp package for R

The Mcomp package for R provides the 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 […]

May 7th, 2013

hts: An R package for forecasting hierarchical or grouped time series

Rob J Hyndman, George Athanasopoulos and Han Lin Shang The new version of the hts package (v3.01) has a vignette.

March 27th, 2013

bfast: Breaks For Additive Season and Trend

Automatic identification of breaks for additive season and trend, designed for use with remote sensing data. Based on Verbesselt, Hyndman, […]

March 14th, 2013

fpp package for R

The fpp package for R provides all data sets required for the examples and exercises in the book Forecasting: principles and […]

November 20th, 2012

SimpleR: tips, tricks and tools

Melbourne R Users’ Group Tuesday 20 November 2012 Deloitte, Level 11, 550 Bourke Street, Melbourne Slides and video on my […]

October 30th, 2012

expsmooth package for R

The expsmooth package for R provides data sets from the book “Forecasting with exponential smoothing: the state space approach” by […]

October 30th, 2012

fma package for R

The fma package for R provides all data sets from “Forecasting: methods and applications” by Makridakis, Wheelwright & Hyndman (Wiley, […]

October 27th, 2011

Forecasting time series using R

Melbourne R Users’ Group Thursday, October 27, 2011, 6:00 PM Deloitte, Level 11 (Culture Room), 550 Bourke Street, Melbourne I […]

November 20th, 2010

Free open-source forecasting using R

Stephan Kolassa and Rob J Hyndman Foresight: the International Journal of Applied Forecasting (2010), 17, 19-24. Online paper

July 16th, 2008

Automatic time series forecasting: the forecast package for R

Journal of Statistical Software (2008), 27(3) Rob J. Hyndman and Yeasmin Khandakar Abstract: Automatic forecasts of large numbers of univariate […]

July 13th, 2008

Monotonic interpolating splines

Download code Description Perform cubic spline monotonic interpolation of given data points, returning either a list of points obtained by […]

June 29th, 2008

Building R packages for Windows

R workshop. Melbourne, 29 June 2008. There was an R workshop on 28-29 June, just before the Australian Statistical Conference. […]

April 22nd, 2008

addb package for R

The addb package contains 9 data sets, taken from the Australian Demographic Data Bank version 3.2b, courtesy of Len Smith. […]

March 16th, 2002

Using R to Teach Econometrics

Journal of Applied Econometrics (2002), 17(2), 149-174. Jeff Racine1 and Rob J Hyndman2 Department of Economics, University of South Florida, […]

November 16th, 1996

Sample quantiles in statistical packages

American Statistician (1996), 50 361-365. Rob J Hyndman1 and Yanan Fan2 Department of Econometrics and Business Statistics, Monash University, Clayton […]

July 15th, 1995

The use of information technology in the research process

Axford, R.L., Grunwald, G.K. and Hyndman, R.J. (1995) Invited chapter in Health informatics: an overview, (ed. Hovenga, Kidd, Cesnik). Online […]

July 17th, 1994

ITSM for Windows: a user’s guide to time series modelling and forecasting

<a ” href=”″>Brockwell, P.J., Davis, R.A. and Hyndman, R.J. (1994) ITSM for Windows: a users guide to time series modelling […]

July 17th, 1991

ITSM: an interactive time series modelling package for the PC

Brockwell, P.J., Davis, R.A. and Hyndman, R.J. (1991) ITSM: an interactive time series modelling package for the PC (Springer-Verlag: New […]