Publications

Curriculum Vitae        Google Scholar  

Books

Papers

  1. Anastasios Panagiotelis, Puwasala Gamakumara, George Athanasopoulos and Rob J Hyndman (2023) Probabilistic forecast reconciliation: properties, evaluation and score optimisation. European J Operational Research, 306(2), 693-706. DOI pdf code
  2. Rob J Hyndman (2023) Forecasting, causality and feedback. International Journal of Forecasting, 39(2), 558-560. DOI pdf
  3. Thiyanga S Talagala, Rob J Hyndman, George Athanasopoulos (2023) Meta-learning how to forecast time series. J Forecasting, to appear. DOI pdf code
  4. George Athanasopoulos, Rob J Hyndman, Nikolaos Kourentzes, Mitchell O'Hara‑Wild (2023) Probabilistic forecasts using expert judgment: the road to recovery from COVID-19. Journal of Travel Research, 62(1), 233-258. DOI pdf
  5. Rob J Hyndman (2022) Lee-Carter models: the wider context. International Journal of Forecasting, to appear. pdf
  6. Xiaoqian Wang, Rob J Hyndman, Feng Li, Yanfei Kang (2022) Forecast combinations: an over 50-year review. International Journal of Forecasting, to appear. DOI arXiv code
  7. Sevvandi Kandanaarachchi and Rob J Hyndman (2022) Anomaly detection in dynamic networks. arXiv
  8. James M McCaw, Robert Moss, David J Price, Freya M Shearer, Ruarai Tobin, Nick Golding, Tianxiao Hao, Gerry Ryan, Adeshina Adekunle, Peter Dawson, Mingmei Teo, Dylan Morris, Joshua V Ross, Tobin Smith, Rob J Hyndman, Michael Lydeamore, Mitchell O'Hara-Wild, James Wood (2022) Situational assessment of COVID-19 in Australia. pdf
  9. Robert Moss, David J Price, Nick Golding, Peter Dawson, Jodie McVernon, Rob J Hyndman, Freya M Shearer, James M McCaw (2022) Forecasting COVID-19 activity in Australia to support pandemic response: May to October 2020. DOI
  10. Bahman Rostami-Tabar, Mohammad M Ali, Tao Hong, Rob J Hyndman, Michael D Porter, Aris Syntetos (2022) Forecasting for Social Good. International Journal of Forecasting, 38(3), 1245-1257. DOI pdf
  11. Dilini Rajapaksha, Christoph Bergmeir, Rob J Hyndman (2022) LoMEF: A Framework to Produce Local Explanations for Global Model Time Series Forecasts. International J Forecasting, to appear. DOI arXiv
  12. Kasun Bandara, Rob J Hyndman, Christoph Bergmeir (2022) MSTL: A Seasonal-Trend Decomposition Algorithm for Time Series with Multiple Seasonal Patterns. International J Operational Research, to appear. DOI arXiv
  13. Xiaoqian Wang, Yanfei Kang, Rob J Hyndman, Feng Li (2022) Distributed ARIMA Models for Ultra-long Time Series. International J Forecasting, to appear. DOI arXiv code
  14. Sevvandi Kandanaarachchi, Rob J Hyndman (2022) Leave-one-out kernel density estimates for outlier detection. J Computational & Graphical Statistics, 31(2), 586-599. DOI pdf code
  15. Alex Dokumentov and Rob J Hyndman (2022) STR: Seasonal-Trend decomposition using Regression. INFORMS Journal on Data Science, 1(1), 50-62. DOI pdf code
  16. Sayani Gupta, Rob J Hyndman, Dianne Cook and Antony Unwin (2022) Visualizing probability distributions across bivariate cyclic temporal granularities. J Computational & Graphical Statistics, 31(1), 14-25. DOI pdf code
  17. Mahsa Ashouri, Rob J Hyndman, Galit Shmueli (2022) Fast forecast reconciliation using linear models. J Computational & Graphical Statistics, 31(1), 263-282. DOI pdf
  18. Atefeh Zamani, Hossein Haghbin, Maryam Hashemi, Rob J Hyndman (2022) Seasonal functional autoregressive models. J Time Series Analysis, 43(2), 197-218. DOI pdf
  19. Mahdi Abolghasemi, Rob J Hyndman, Evangelos Spiliotis, Christoph Bergmeir (2022) Model selection in reconciling hierarchical time series. Machine Learning, 111, 739–789. DOI arXiv
  20. Claire Kermorvant, Benoit Liquet, Guy Litt, Jeremy B Jones, Kerrie Mengersen, Erin E Peterson, Rob J Hyndman, Catherine Leigh (2021) Reconstructing missing and anomalous data collected from high-frequency in-situ sensors in fresh waters. International Journal of Environmental Research and Public Health, 18(23), 12803. DOI
  21. Sayani Gupta, Rob J Hyndman, Dianne Cook (2021) Detecting distributional differences between temporal granularities for exploratory time series analysis. pdf
  22. Rakshitha Godahewa, Christoph Bergmeir, Geoffrey I Webb, Rob J Hyndman, Pablo Montero-Manso (2021) Monash Time Series Forecasting Archive. NeurIPS 2021 Datasets and Benchmarks. arXiv pdf Online code
  23. Hansika Hewamalage, Pablo Montero-Manso, Christoph Bergmeir, Rob J Hyndman (2021) A Look at the Evaluation Setup of the M5 Forecasting Competition. arXiv
  24. Evangelos Spiliotis, Mahdi Abolghasemi, Rob J Hyndman, Fotios Petropoulos, Vassilios Assimakopoulos (2021) Hierarchical forecast reconciliation with machine learning. Applied Soft Computing, 112, 107756. DOI arXiv
  25. Claire Kermorvant, Benoit Liquet, Guy Litt, Kerrie Mengersen, Erin E Peterson, Rob J Hyndman, Jeremy B Jones Jr, Catherine Leigh (2021) Understanding links between water-quality variables and nitrate concentration in freshwater streams using high-frequency sensor data. arXiv
  26. Nick Golding, Freya M Shearer, Robert Moss, Peter Dawson, Dennis Liu, Joshua V Ross, Rob J Hyndman, Pablo Montero-Manso, Gerry Ryan, Tobin South, Jodie McVernon, David J Price, and James M McCaw (2021) Situational assessment of COVID-19 in Australia. pdf
  27. Rob J Hyndman (2021) Quantile forecasting with ensembles and combinations. Chapter in Business Forecasting: The Emerging Role of Artificial Intelligence and Machine Learning, eds. Gilliland, Tashman & Sglavo. pp.371-375, John Wiley & Sons. Amazon pdf code
  28. Pablo Montero-Manso, Rob J Hyndman (2021) Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality. International J Forecasting, 37(4), 1632-1653. DOI pdf code
  29. Sevvandi Kandanaarachchi, Rob J Hyndman (2021) Dimension reduction for outlier detection using DOBIN. J Computational & Graphical Statistics, 30(1), 204-219. DOI pdf code
  30. Rob J Hyndman, Yijun Zeng, Han Lin Shang (2021) Forecasting the old-age dependency ratio to determine a sustainable pension age. Australian & New Zealand Journal of Statistics, 63(2), 241-256. DOI pdf code
  31. Fan Cheng, Rob J Hyndman, Anastasios Panagiotelis (2021) Computationally Efficient Learning of Statistical Manifolds. pdf code
  32. Han Li, Rob J Hyndman (2021) Assessing mortality inequality in the US: What can be said about the future?. Insurance, Mathematics and Economics, 99, 152-162. DOI pdf
  33. Anastasios Panagiotelis, Puwasala Gamakumara, George Athanasopoulos, Rob J Hyndman (2021) Forecast reconciliation: A geometric view with new insights on bias correction. International J Forecasting, 37(1), 343-359. DOI pdf
  34. Souhaib Ben Taieb, James W Taylor, Rob J Hyndman (2021) Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data. J American Statistical Association, 116(533), 27-43. DOI pdf code
  35. Cameron Roach, Rob J Hyndman, Souhaib Ben Taieb (2021) Nonlinear mixed effects models for time series forecasting of smart meter demand. Journal of Forecasting, 40(6), 1118-1130. DOI pdf code
  36. Priyanga Dilini Talagala, Rob J Hyndman, Kate Smith‑Miles, (2021) Anomaly detection in high-dimensional data. J Computational & Graphical Statistics, 30(2), 360-374. DOI arXiv
  37. Florian Eckert, Rob J Hyndman, Anastasios Panagiotelis (2021) Forecasting Swiss Exports using Bayesian Forecast Reconciliation. European Journal of Operational Research, 291(2), 693-710. DOI pdf code
  38. Stephanie Clark, Rob J Hyndman, Dan Pagendam, Louise M Ryan (2020) Modern strategies for time series regression. International Statistical Review, 88(S1), S179-S204. DOI arXiv
  39. Nick Golding, Freya M Shearer, Robert Moss, Peter Dawson, Dennis Liu, Joshua V Ross, Rob J Hyndman, Cameron Zachreson, Nic Geard, Jodie McVernon, David J Price, and James M McCaw (2020) Estimating temporal variation in transmission of SARS-CoV-2 and physical distancing behaviour in Australia. pdf
  40. Jeremy Forbes, Dianne Cook, Rob J Hyndman (2020) Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016. Australian and New Zealand Journal of Statistics, 62(2), 168-185. DOI pdf code
  41. Sevvandi Kandanaarachchi, Rob J Hyndman and Kate Smith‑Miles (2020) Early classification of spatio-temporal events using partial information. PLoS ONE, 15(8): e0236331. DOI pdf code
  42. Yanfei Kang, Rob J Hyndman, Feng Li (2020) GRATIS: GeneRAting TIme Series with diverse and controllable characteristics. Statistical Analysis and Data Mining, 13(4), 354-376. DOI arXiv
  43. Priyanga Dilini Talagala, Rob J Hyndman, Kate Smith‑Miles, Sevvandi Kandanaarachchi and Mario A Muñoz (2020) Anomaly detection in streaming nonstationary temporal data. J Computational & Graphical Statistics, 20(1), 13-27. DOI pdf
  44. Shanika L Wickramasuriya, Berwin A Turlach, Rob J Hyndman (2020) Optimal non-negative forecast reconciliation. Statistics & Computing, 30(5), 1167-1182. DOI pdf code
  45. Sevvandi Kandanaarachchi, Mario A Muñoz, Rob J Hyndman and Kate Smith‑Miles (2020) On normalization and algorithm selection for unsupervised outlier detection. Data Mining and Knowledge Discovery, 34, 309-354. DOI pdf
  46. D Vicendese, L Te Marvelde, PD McNair, K Whitfield, DR English, S Ben Taieb, RJ Hyndman, R Thomas (2020) Hospital characteristics, rather than surgical volume, predict length of stay following colorectal cancer surgery. Australian and New Zealand Journal of Public Health, 44(1), 73-82. DOI
  47. Earo Wang, Dianne Cook, Rob J Hyndman (2020) Calendar-based graphics for visualizing people's daily schedules. J Computational & Graphical Statistics, 29(3), 490-502. DOI pdf
  48. George Athanasopoulos, Puwasala Gamakumara, Anastasios Panagiotelis, Rob J Hyndman and Mohamed Affan (2020) Hierarchical forecasting. Macroeconomic forecasting in the era of big data, ed. P. Fuleky, Springer, Chapter 21, pp.689-719. DOI Amazon pdf code
  49. Earo Wang, Dianne Cook and Rob J Hyndman (2020) A new tidy data structure to support exploration and modeling of temporal data. J Computational & Graphical Statistics, 29(3), 466-478. DOI pdf
  50. Pablo Montero-Manso, George Athanasopoulos, Rob J Hyndman, Thiyanga S Talagala (2020) FFORMA: Feature-based Forecast Model Averaging. International Journal of Forecasting, 36(1), 86-92. DOI pdf code
  51. Spyros Makridakis, Rob J Hyndman, Fotios Petropoulos (2020) Forecasting in social settings: the state of the art. International Journal of Forecasting, 36(1), 15-28. DOI pdf
  52. Rob J Hyndman (2020) A brief history of forecasting competitions. International Journal of Forecasting, 36(1), 7-14. DOI pdf code
  53. D Vicendese, L Te Marvelde, PD McNair, K Whitfield, DR English, S Ben Taieb, RJ Hyndman, R Thomas (2019) Predicting the whole distribution with methods for depth data analysis demonstrated on a colorectal cancer treatment study. Statistics and Data Science, RSSDS 2019 (ed. Nguyen H). Communications in Computer and Information Science 1150, pp 162-182. Springer, Singapore. DOI
  54. Mahdi Abolghasemi, Rob J Hyndman, Garth Tarr, Christoph Bergmeir (2019) Machine learning applications in time series hierarchical forecasting. arXiv
  55. Priyanga Dilini Talagala, Rob J Hyndman, Catherine Leigh, Kerrie Mengersen and Kate Smith‑Miles (2019) A feature-based procedure for detecting technical outliers in water-quality data from in situ sensors. Water Resources Research, 55(11), 8547-8568. DOI pdf
  56. Catherine Leigh, Sevvandi Kandanaarachchi, James M McGree, Rob J Hyndman, Omar Alsibai, Kerrie Mengersen, Erin E Peterson (2019) Predicting sediment and nutrient concentrations from high-frequency water-quality data. PLoS ONE, 14(8): e0215503. DOI arXiv
  57. Shanika L Wickramasuriya, George Athanasopoulos, Rob J Hyndman (2019) Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. J. American Statistical Association, 114(526), 804-819. DOI pdf
  58. Alexander Severinsen, Rob J Hyndman (2019) Quantification of energy savings from energy conservation measures in buildings using machine learning. In: ECEEE Summer Study Proceedings. Presqu'île de Giens, France. 3-8 June 2019. pdf
  59. Rob J Hyndman, Dianne Cook (2019) You are what you vote: the social and demographic factors that influence your vote. The Conversation. Online
  60. Michael Hirsch, Dianne Cook, Paul Lajbcygier, Rob J Hyndman (2019) Revealing high-frequency trading provision of liquidity with visualization. In: Proceedings of the 2nd International Conference on Software Engineering and Information Management. Bali, Indonesia. 10-13 January 2019. pp. 157-165. ACM. pdf pdf
  61. Insha Ullah, Kerrie Mengersen, Rob J Hyndman, James McGree (2019) Detection of cybersecurity attacks through analysis of web browsing activities using principal component analysis. pdf
  62. Catherine Leigh, Omar Alsibai, Rob J Hyndman, Sevvandi Kandanaarachchi, Olivia C King, James M McGree, Catherine Neelamraju, Jennifer Strauss, Priyanga Dilini Talagala, Ryan S Turner, Kerrie Mengersen, Erin E Peterson (2019) A framework for automated anomaly detection in high frequency water-quality data from in situ sensors. Science of the Total Environment, 664, 885-898. DOI arXiv
  63. Anastasios Panagiotelis, George Athanasopoulos, Rob J Hyndman, Bin Jiang, Farshid Vahid (2019) Macroeconomic forecasting for Australia using a large number of predictors. International Journal of Forecasting, 35(2), 616-633. DOI pdf
  64. Jue Wang, George Athanasopoulos, Rob J Hyndman and Shouyang Wang (2018) Crude oil price forecasting based on internet concern using an extreme learning machine. International Journal of Forecasting, 34(4), 665-677. DOI pdf
  65. Alexander Dokumentov, Rob J Hyndman, Leonie Tickle (2018) Bivariate smoothing of mortality surfaces with cohort and period ridges. Stat, 7: e199. DOI pdf
  66. Fotios Petropoulos, Rob J Hyndman, Christoph Bergmeir (2018) Exploring the sources of uncertainty: why does bagging for time series forecasting work?. European Journal of Operational Research, 268(2), 545-554. DOI pdf
  67. Rob J Hyndman, Xueqin Lin, Pierre Pinson (2018) Visualizing big energy data. IEEE Power and Energy Magazine, 16(3), 18-25. DOI
  68. Christoph Bergmeir, Rob J Hyndman, Bonsoo Koo (2018) A note on the validity of cross-validation for evaluating autoregressive time series prediction. Computational Statistics and Data Analysis, 120, 70-83. DOI pdf
  69. Tetteh Dugbaza, Fadwa Al-Yaman, Tracy Dixon, Richard Solon, Ching Choi, Rob Hyndman, Len Smith (2017) Trends in Indigenous mortality and life expectancy 2001-2015. Cat. no. IHW 174. Canberra: Australian Institute of Health and Welfare. Online
  70. Souhaib Ben Taieb, James W Taylor, Rob J Hyndman (2017) Coherent Probabilistic Forecasts for Hierarchical Time Series. Proceedings of the 34th International Conference on Machine Learning, PMLR 70:3348-3357. Online pdf
  71. George Athanasopoulos, Rob J Hyndman, Nikolaos Kourentzes, Fotios Petropoulos (2017) Forecasting with temporal hierarchies. European Journal of Operational Research, 262(1) 60–74. DOI pdf
  72. David M Studdert, Yifan Zhang, Jonathan A Rodden, Rob J Hyndman, Garen J Wintemute (2017) Handgun acquisitions in California after two mass shootings. Annals of Internal Medicine, 166(10), 698-706. DOI
  73. Han Lin Shang, Rob J Hyndman (2017) Grouped functional time series forecasting: an application to age-specific mortality rates. J Computational & Graphical Statistics, 26(2), 330-343. DOI pdf
  74. Paul Goodwin, Fotios Petropoulos, Rob J Hyndman (2017) A note on upper bounds for forecast-value-added relative to naïve forecasts. Journal of the Operational Research Society, 68(9), 1082–1084. DOI pdf
  75. Timur Behlul, Anastasios Panagiotelis, George Athanasopoulos, Rob J Hyndman, Farshid Vahid (2017) The Australian Macro Database: An online resource for macroeconomic research in Australia. pdf
  76. Rachel Tham, Don Vicendese, Shyamali C Dharmage, Rob J Hyndman, Ed Newbigin, Emma Lewis, Molly O'Sullivan, Adrian J Lowe, Philip Taylor, Philip Bardin, Mimi L Tang, Michael J Abramson, Bircan Erbas. (2017) Associations between outdoor fungal spores and childhood and adolescent asthma hospitalisations. Journal of Allergy and Clinical Immunology, 139(4), 1140–1147.e4. DOI pdf
  77. Ingrida Steponavičė, Rob J Hyndman, Kate Smith‑Miles, Laura Villanova (2017) Dynamic Algorithm Selection for Pareto Optimal Set Approximation. Journal of Global Optimization,  67(1), 263–282. DOI pdf
  78. Yanfei Kang, Rob J Hyndman, Kate Smith‑Miles (2017) Visualising forecasting algorithm performance using time series instance spaces. International Journal of Forecasting 33(2), 345-358. DOI pdf
  79. John L Pearce, Madison Hyer, Rob J Hyndman, Margaret Loughnan, Martine Dennekamp, Neville Nicholls (2016) Exploring the influence of short-term temperature patterns on temperature-related mortality: a case-study of Melbourne, Australia. Environmental Health 15:107. DOI
  80. Christoph Bergmeir, Rob J Hyndman, José M Benítez (2016) Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation. International Journal of Forecasting 32(2), 303-312. DOI pdf
  81. Ingrida Steponavičė, Mojdeh Shirazi‑Manesh, Rob J Hyndman, Kate Smith‑Miles, Laura Villanova (2016) On sampling methods for costly multi-objective black-box optimization. In Advances in Stochastic and Deterministic Global Optimization, ed. P.M. Pardalos, A. Zhigljavsky, J. Žilinskas. Springer, pp. 273–296. DOI Amazon pdf
  82. Souhaib Ben Taieb, Raphael Huser, Rob J Hyndman and Marc G Genton (2016) Forecasting uncertainty in electricity smart meter data by boosting additive quantile regression. IEEE Transactions on Smart Grid 7(5), 2448-2455. DOI pdf
  83. Rob J Hyndman, Alan Lee, Earo Wang (2016) Fast computation of reconciled forecasts for hierarchical and grouped time series. Computational Statistics and Data Analysis 97, 16-32. DOI pdf
  84. Bin Jiang, Anastasios Panagiotelis, George Athanasopoulos, Rob J Hyndman, Farshid Vahid (2016) Bayesian rank selection in multivariate regression. pdf
  85. Tao Hong, Pierre Pinson, Shu Fan, Hamidreza Zareipour, Alberto Troccoli, Rob J Hyndman (2016) Probabilistic Energy Forecasting: Global Energy Forecasting Competition 2014 and Beyond. International Journal of Forecasting 32(3), 896–913. DOI
  86. Thomas Url, Rob J Hyndman, Alexander Dokumentov (2016) Long-term forecasts of age-specific participation rates with functional data models. pdf
  87. Rob J Hyndman (2015) Another look at forecast-accuracy metrics for intermittent demand. Chapter 3.4, pages 204-211, in "Business Forecasting: Practical Problems and Solutions", John Wiley & Sons. Amazon
  88. Rob J Hyndman (2015) Measuring forecast accuracy. Chapter 3.4, pages 177-184, in "Business Forecasting: Practical Problems and Solutions", John Wiley & Sons. Amazon
  89. Rob J Hyndman (2015) New IJF editors. International Journal of Forecasting 31(4), 1104. DOI
  90. Rob J Hyndman, Mohsen B Mesgaran, Roger D Cousens (2015) Statistical issues with using herbarium data for the estimation of invasion lag-phases. Biological Invasions 17(12), 3371-3381. DOI pdf
  91. Bircan Erbas, SC Dharmage, ML Tang, Md Akram, KJ Allen, Don Vicendese, JM Davies, Rob J Hyndman, Ed J Newbigin, PE Taylor, PG Bardin, Michael J Abramson (2015) Do human rhinovirus infections and food allergy modify grass pollen–induced asthma hospital admissions in children?. Journal of Allergy and Clinical Immunology 136(4), 1118–1120.e2. DOI pdf
  92. Souhaib Ben Taieb, Raphael Huser, Rob J Hyndman and Marc G Genton (2015) Probabilistic time series forecasting with boosted additive models: an application to smart meter data. pdf
  93. Rob J Hyndman, Earo Wang, Nikolay Laptev (2015) Large-scale unusual time series detection. In: Proceedings of the IEEE International Conference on Data Mining. Atlantic City, NJ, USA. 14–17 November 2015. DOI pdf
  94. Rob J Hyndman, Shu Fan (2015) Monash Electricity Forecasting Model. pdf
  95. Ken J Harrison, Rob J Hyndman (2015) Modelling the participation function with a one-parameter family of cubic splines. Report to ACTAC ITI technical committee. pdf
  96. Rob J Hyndman (2015) Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”. Electronic J Statistics 9, 792-796. DOI pdf
  97. Rob J Hyndman (2015) Change to the IJF editors. International Journal of Forecasting 31(2), 391. DOI
  98. Rob J Hyndman, George Athanasopoulos (2014) Optimally reconciling forecasts in a hierarchy. Foresight (Fall, 2014). pp.42-48. pdf
  99. Rachel Tham, Shyamali Dharmage, Philip Taylor, Ed Newbigin, Mimi LK Tang, Don Vicendese, Rob J Hyndman, Michael J Abramson and Bircan Erbas (2014) Outdoor fungal spores are associated with child asthma hospitalisations - a case-crossover study. European Respiratory Journal 44(Suppl 58). Online
  100. Ingrida Steponavičė, Rob J Hyndman, Kate Smith‑Miles, Laura Villanova (2014) Efficient identification of the Pareto optimal set. Learning and Intelligent Optimization, Lecture Notes in Computer Science, 8426, 341-352. DOI Online pdf
  101. Alexander Dokumentov, Rob J Hyndman (2014) Low-dimensional decomposition, smoothing and forecasting of sparse functional data. pdf
  102. Rob J Hyndman, Farah Yasmeen (2014) Common functional principal component models for mortality forecasting. Contributions in infinite-dimensional statistics and related topics, Chapter 29, pages 161-166. Online pdf
  103. Souhaib Ben Taieb, Rob J Hyndman (2014) A gradient boosting approach to the Kaggle load forecasting competition. International Journal of Forecasting 30(2), 382–394. DOI pdf
  104. Souhaib Ben Taieb, Rob J Hyndman (2014) Boosting multi-step autoregressive forecasts. Proceedings of the International Conference on Machine Learning (ICML), Beijing, China. pdf
  105. Heather Booth, Rob J Hyndman, Leonie Tickle (2014) Prospective life tables. Chapter 8, pages 323-348, Computational Actuarial Science with R, Chapman and Hall/CRC. edited by Arthur Charpentier. Amazon pdf
  106. Laura Villanova, Rob J Hyndman, Kate Smith‑Miles, Irene Poli (2013) Nonparametric and semiparametric response surface methodology: a review of designs, models and optimization techniques. pdf
  107. Rob J Hyndman, Heather Booth, Farah Yasmeen (2013) Coherent mortality forecasting: the product-ratio method with functional time series models. Demography 50(1), 261-283. DOI pdf
  108. Rob J Hyndman (2013) A change of editors. International Journal of Forecasting 29(1), page A1.
  109. Souhaib Ben Taieb, Rob J Hyndman (2012) Recursive and direct multi-step forecasting: the best of both worlds. pdf
  110. Ching Choi, Rob J Hyndman, Len Smith, Kun Zhao, Tetteh Dugbaza (2012) An enhanced mortality database for estimating indigenous life expectancy: A feasibility study. Cat. no. IHW 75. Canberra: Australian Institute of Health and Welfare. Online
  111. Bircan Erbas, SC Dharmage, M O’Sullivan, Md Akram, Ed Newbigin, P Taylor, Don Vicendese, Rob J Hyndman, ML Tang, Michael J Abramson (2012) A case-crossover design to examine the role of aeroallergens and respiratory viruses on childhood asthma exacerbations requiring hospitalisation: The MAPCAH study. Journal of Biometrics and Biostatistics, S7-018. DOI pdf
  112. Shu Fan, Rob J Hyndman (2012) Short-term load forecasting based on a semi-parametric additive model. IEEE Transactions on Power Systems 27(1), 134-141. DOI pdf
  113. Bircan Erbas, Md Shahid Ullah, Md Rob J Hyndman, Michelle Scollo, Michael Abramson (2012) Forecasts of COPD mortality in Australia: 2006-2025. BMC Medical Research Methodology 12:17. DOI
  114. Alysha M De Livera, Rob J Hyndman, Ralph D Snyder (2011) Forecasting time series with complex seasonal patterns using exponential smoothing. Journal of the American Statistical Association 106(496), 1513-1527. DOI pdf
  115. John L Pearce, Jason Beringer, Neville Nicholls, Rob J Hyndman, Petteri Uotila, Nigel J Tapper (2011) Investigating the influence of synoptic-scale circulation on air quality using self-organizing maps and generalized additive modelling. Atmospheric Environment 45(1), 128-136. DOI pdf
  116. Han Lin Shang, Heather Booth, Rob J Hyndman (2011) Point and interval forecasts of mortality rates and life expectancy: a comparison of ten principal component methods. Demographic Research 25(5), 173-214. DOI
  117. Davide Carta, Laura Villanova, Stefano Costacurta, Alessandro Patelli, Irene Poli, Simone Vezzu, Paolo Scopece, Fabio Lisi, Kate Smith‑Miles, Rob J Hyndman, Anita J Hill, Paolo Falcaro (2011) Method for optimizing coating properties based on an evolutionary algorithm approach. Analytical Chemistry 83(16), 6373–6380. DOI
  118. Rob J Hyndman (2011) Giving a useR! talk. The R Journal, 3(1), 69–71. pdf
  119. Haiyan Song, Rob J Hyndman (2011) Tourism forecasting: an introduction. International Journal of Forecasting, 27(3), 817–821. DOI
  120. Shu Fan, Rob J Hyndman (2011) The price elasticity of electricity demand in South Australia. Energy policy 39(6), 3709-3719. DOI pdf
  121. Rob J Hyndman, Roman A. Ahmed, George Athanasopoulos, Han L Shang (2011) Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis 55(9), 2579-2589. DOI pdf
  122. Jae H Kim, Iain Fraser, Rob J Hyndman (2011) Improved interval estimation of long run response from a dynamic linear model: a highest density region approach. Computational Statistics and Data Analysis 55(8), 2477-2489. DOI pdf
  123. Han Lin Shang, Rob J Hyndman (2011) Nonparametric time series forecasting with dynamic updating. Mathematics and Computers in Simulation 81, 1310-1324. DOI
  124. George Athanasopoulos, Rob J Hyndman (2011) The value of feedback in forecasting competitions. International Journal of Forecasting 27(3), 845-849. DOI pdf
  125. George Athanasopoulos, Rob J Hyndman, Haiyan Song, Doris Wu (2011) The tourism forecasting competition. International Journal of Forecasting 27(3), 822-844. DOI pdf
  126. John L Pearce, Jason Beringer, Neville Nicholls, Rob J Hyndman, Nigel J Tapper (2011) Quantifying the influence of local meteorology on air quality using generalized additive modelling. Atmospheric Environment 45(6), 1328-1336. DOI pdf
  127. Stephan Kolassa, Rob J Hyndman (2010) Free open-source forecasting using R. Foresight: the International Journal of Applied Forecasting 17, 19-24. Online
  128. Ashton de Silva, Rob J Hyndman, Ralph D Snyder (2010) The vector innovations structural time series framework: a simple approach to multivariate forecasting. Statistical modelling 10(4), 353-374. DOI
  129. Jan Verbesselt, Rob J Hyndman, Achim Zeilis, Darius Culvenor (2010) Phenological change detection while accounting for abrupt and gradual trends in satellite image time series. Remote Sensing of Environment, 114(12), 2970-2980. DOI pdf
  130. Han Lin Shang, Rob J Hyndman (2010) Exploratory graphics for functional data. Interface 2010: Computing Science and Statistics, Seattle, Washington, June 16-19, 2010. pdf
  131. Shu Fan, Rob J Hyndman (2010) Short-term load forecasting based on a semi-parametric additive model. 20th Australasian Universities Power Engineering Conference, 5-8 December 2010, University of Canterbury, Christchurch, New Zealand.
  132. Farah Yasmeen, Rob J Hyndman, Bircan Erbas (2010) Forecasting age-related changes in breast cancer mortality among white and black US women. Cancer Epidemiology 34(5), 542-549. DOI pdf
  133. Rob J Hyndman, Han Lin Shang (2010) Rainbow plots, bagplots and boxplots for functional data. J Computational & Graphical Statistics 19(1), 29-45. DOI pdf
  134. Laura Villanova, Paolo Falcaro, Davide Carta, Irene Poli, Rob J Hyndman, Kate Smith‑Miles (2010) Functionalization of microarray devices: process optimization using a multiobjective PSO and multiresponse MARS modeling. 2010 IEEE Congress on Evolutionary Computation, July 18-23, Barcelona, Spain. pdf
  135. Bircan Erbas, Muhammad Akram, Dorota M Gertig, Dallas English, John L Hopper, Anne M Kavanagh, Rob J Hyndman (2010) Using functional data analysis models to estimate future time trends of age-specific breast cancer mortality for the United States and England-Wales. Journal of Epidemiology 20(2), 159-165. DOI
  136. Jan Verbesselt, Rob J Hyndman, Glenn Newnham, Darius Culvenor (2010) Detecting trend and seasonal changes in satellite image time series. Remote Sensing of Environment 114(1), 106-115. DOI
  137. Rob J Hyndman, Shu Fan (2010) Density forecasting for long-term peak electricity demand. IEEE Transactions on Power Systems 25(2), 1142-1153. DOI
  138. Rob J Hyndman (2010) Moving Averages. Contribution to the International Encyclopedia of Statistical Science, ed. Miodrag Lovric, Springer. pp.866-869. Online pdf
  139. Rob J Hyndman (2010) Business Forecasting Methods. Contribution to the International Encyclopedia of Statistical Science, ed. Miodrag Lovric, Springer. pp.185-187. Online pdf
  140. Rob J Hyndman (2010) Forecasting Overview. Contribution to the International Encyclopedia of Statistical Science, ed. Miodrag Lovric, Springer. pp.536-539. Online pdf
  141. Rob J Hyndman (2010) Encouraging replication and reproducible research. International Journal of Forecasting 26(1), pp.2-3. DOI
  142. Rob J Hyndman (2010) Changing of the guard. International Journal of Forecasting 26(1), p1. DOI
  143. Md Akram, Rob J Hyndman, J Keith Ord (2009) Exponential smoothing and non-negative data. Australian and New Zealand Journal of Statistics 51(4), 415-432. DOI pdf
  144. Rob J Hyndman, Han Lin Shang (2009) Forecasting functional time series. Journal of the Korean Statistical Society 38(3), 199-221. (With discussion). DOI
  145. Han Lin Shang, Rob J Hyndman (2009) Nonparametric time series forecasting with dynamic updating. In: 18th World IMAS/MODSIM Congress. July. Cairns, Australia. 13-17 July 2009.
  146. J Keith Ord, Anne B Koehler, Ralph D Snyder, Rob J Hyndman (2009) Monitoring processes with changing variances. International Journal of Forecasting 25(3), 518-525. DOI
  147. Xiaozhe Wang, Kate A Smith‑Miles, Rob J Hyndman (2009) Rule induction for forecasting method selection: meta-learning the characteristics of univariate time series. Neurocomputing 72, 2581–2594. DOI
  148. George Athanasopoulos, Roman A Ahmed, Rob J Hyndman (2009) Hierarchical forecasts for Australian domestic tourism. International Journal of Forecasting 25(1), 146-166. DOI
  149. Ashton de Silva, Rob J Hyndman, Ralph D Snyder (2009) A multivariate innovations state space Beveridge-Nelson decomposition. Economic modelling 26(5), 1067-1074. DOI
  150. Phillip G Gould, Anne B Koehler, J Keith Ord, Ralph D Snyder, Rob J Hyndman, Farshid Vahid-Araghi (2008) Forecasting time series with multiple seasonal patterns. European Journal of Operational Research 191(1), 207–220. DOI
  151. Andrey V Kostenko and Rob J Hyndman (2008) Forecasting without significance tests?. pdf
  152. Rob J Hyndman, Heather Booth (2008) Stochastic population forecasts using functional data models for mortality, fertility and migration. International Journal of Forecasting 24(3), 323-342. DOI
  153. Rob J Hyndman, Yeasmin Khandakar (2008) Automatic time series forecasting: the forecast package for R. Journal of Statistical Software 27(3). pdf
  154. Rob J Hyndman, Md. Akram, Blyth Archibald (2008) The admissible parameter space for exponential smoothing models. Annals of the Institute of Statistical Mathematics 60(2), 407-426. DOI
  155. Rob J Hyndman, Han Lin Shang (2008) Bagplots, boxplots and outlier detection for functional data. In Dabo-Niang, S., and Ferraty, F. (eds), Functional and Operatorial Statistics, chap 31, 201-207. DOI
  156. George Athanasopoulos, Rob J Hyndman (2008) Modelling and forecasting Australian domestic tourism. Tourism Management 29(1), 19-31. DOI
  157. Luciana Magnano, John W Boland, Rob J Hyndman (2008) Generation of synthetic sequences of half-hourly temperatures. Environmetrics 19(8), 818-835. DOI
  158. Fiona E Horn, John A Mandryk, Judith M Mackson, Sonia E Wutzke, Lynn M Weekes, Rob J Hyndman (2007) Measurement of changes in antihypertensive drug utilization following primary care educational interventions. Pharmacoepidemiology & Drug Safety 16(3), 297-308. DOI
  159. Rob J Hyndman and Md Shahid Ullah (2007) Robust forecasting of mortality and fertility rates: a functional data approach. Computational Statistics & Data Analysis 51, 4942-4956. DOI
  160. Bircan Erbas, Jiun-Horng Chang, Shyamali Dharmage, Eng Kok Ong, Rob J Hyndman, Ed Newbigin, Michael Abramson (2007) Do levels of airborne grass pollen influence asthma hospital admissions?. Clinical and Experimental Allergy 37(11), 1641-1647. DOI
  161. Pim Ouwehand, Rob J Hyndman, Ton G. de Kok, Karel H. van Donselaar (2007) A state space model for exponential smoothing with group seasonality. pdf
  162. Jae H Kim, Param Silvapulle, Rob J Hyndman (2007) Half-life estimation based on the bias-corrected bootstrap: a highest density region approach. Computational Statistics and Data Analysis 51(7), 3418-3432. DOI
  163. Rob J Hyndman, Andrey V Kostenko (2007) Minimum sample size requirements for seasonal forecasting models. Foresight: the International Journal of Applied Forecasting 6, 12-15. pdf
  164. Bircan Erbas, Rob J Hyndman, Dorota M Gertig (2007) Forecasting age-specific breast cancer mortality using functional data models. Statistics in Medicine 26(2), 458-470. DOI
  165. Rob J Hyndman, Anne B Koehler (2006) Another look at measures of forecast accuracy. International Journal of Forecasting 22(4), 679-688. DOI pdf
  166. Heather Booth, Rob J Hyndman, Leonie Tickle, Piet De Jong (2006) Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. Demographic Research 15(9), 289-310. pdf
  167. Azhong Ye, Rob J Hyndman (2006) Projection pursuit estimator for multivariate conditional densities. J. Fuzhou Univ. Nat. Sci. Ed. 34(6), 794–797. (Chinese).
  168. Rob J Hyndman (2006) Another look at measures of forecast accuracy for intermittent demand. Foresight: the International Journal of Applied Forecasting 4, 43-46. pdf
  169. Andrey V Kostenko, Rob J Hyndman (2006) A note on the categorization of demand patterns. Journal of the Operational Research Society 57, 1256-1257. DOI pdf
  170. Xibin Zhang, Maxwell L King, Rob J Hyndman (2006) A Bayesian approach to bandwidth selection for multivariate kernel density estimation. Computational Statistics & Data Analysis 50(11), 3009-3031. DOI
  171. Jan G De Gooijer, Rob J Hyndman (2006) 25 years of time series forecasting. International Journal of Forecasting 22(3), 443-473. DOI
  172. Rob J Hyndman, J Keith Ord (2006) Twenty-five years of forecasting. International Journal of Forecasting, 22(3), 413-414. DOI
  173. Xiaozhe Wang, Kate A Smith, Rob J Hyndman (2006) Characteristic-based clustering for time series data. Data Mining and Knowledge Discovery 13(3), 335-364. DOI
  174. John A Mandryk, Judith M Mackson, Fiona E Horn, Sonia E Wutzke, Caro-Anne Badcock, Rob J Hyndman, Lynn M Weekes (2006) Measuring change in prescription drug utilization in Australia. Pharmacoepidemiology & Drug Safety 15, 477-484. DOI
  175. Ye Azhong, Rob J Hyndman, Zinai Li (2006) Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity. pdf
  176. Denny Meyer, Rob J Hyndman (2006) The accuracy of television network rating forecasts: the effects of data aggregation and alternative models. Model Assisted Statistics and Applications 1(3), 147-155. pdf
  177. Bircan Erbas, Rob J Hyndman (2005) Sensitivity of the estimated air pollution-respiratory admissions relationship to statistical model. International Journal of Environmental Health Research 15(6), 437-448. DOI
  178. Baki Billah, Rob J Hyndman, Anne B Koehler (2005) Empirical information criteria for time series forecasting model selection. Journal of Statistical Computation and Simulation 75(10), 831-840. DOI
  179. Lydia Shenstone, Rob J Hyndman (2005) Stochastic models underlying Croston's method for intermittent demand forecasting. Journal of Forecasting 24, 389-402. DOI
  180. Rob J Hyndman (2005) Book Review of "Data Analysis and Graphics Using R: An Example-based Approach" (Maindonald and Braun, 2003). Journal of Population Research 22(2), 206–208.
  181. Xiaozhe Wang, Kate A Smith, Rob J Hyndman (2005) Dimension reduction for clustering time series using global characteristics. Lecture Notes in Computer Science, Volume 3516, April 2005, Pages 792-795. Proceedings. Computational Science - ICCS 2005: 5th International Conference, Atlanta, GA, USA, May 22-25, 2005. DOI pdf
  182. Rob J Hyndman, Md Shahid Ullah (2005) Robust forecasting of mortality and fertility rates: a functional data approach. Invited paper, Demographic Forecasting session, 55th session of the International Statistical Institute, Sydney, Australia, April 2005. pdf
  183. J Keith Ord, Ralph D Snyder, Anne B Koehler, Rob J Hyndman, Mark Leeds (2005) Time series forecasting: the case for the single source of error state space approach. pdf
  184. Rob J Hyndman, Anne B Koehler, J Keith Ord, Ralph D Snyder (2005) Prediction intervals for exponential smoothing using two new classes of state space models. Journal of Forecasting 24(1), 17-37. DOI
  185. Rob J Hyndman, Maxwell L King, Ivet Pitrun, Baki Billah (2005) Local linear forecasts using cubic smoothing splines. Australian and New Zealand Journal of Statistics 47(1), 87-99. DOI
  186. Rob J Hyndman (2005) Editorial. International Journal of Forecasting 21(1), 1. DOI
  187. Rob J Hyndman (2004) The interaction between trend and seasonality. International Journal of Forecasting 20(4), 561-563. DOI
  188. Peter G Hall, Rob J Hyndman, Yanan Fan (2004) Nonparametric confidence intervals for receiver operating characteristic curves. Biometrika 91(3), 743-750. DOI
  189. Ralph D. Snyder, Anne B. Koehler, Rob J Hyndman, J. Keith Ord (2004) Exponential smoothing models: Means and variances for lead-time demand. European Journal of Operational Research 158(2) 444-455. DOI
  190. Len Smith, Rob J Hyndman, Simon N Wood (2004) Spline interpolation for demographic variables: the monotonicity problem. Journal of Population Research 21(1), 95-98. DOI
  191. Francoise Rateau, Bastien Laumonier Rob J Hyndman (2003) Normative data for the Test of Visual Analysis Skills on an Australian population. Optometry and Vision Science 80(6), 431-436. pdf
  192. Rob J Hyndman, Baki Billah (2003) Unmasking the Theta method. International Journal of Forecasting 19, 287-290. DOI
  193. Peter G Hall, Rob J Hyndman (2003) Improved methods for bandwidth selection when estimating ROC curves. Statistics and Probability Letters 64 181-189. DOI
  194. Tianxi Cai, Rob J Hyndman, Matthew P Wand (2002) Mixed model-based hazard estimation. J Computational & Graphical Statistics 11(4), 784-798. DOI
  195. Rob J Hyndman, Qiwei Yao (2002) Nonparametric estimation and symmetry tests for conditional density functions. Journal of Nonparametric Statistics 14(3), 259-278. DOI
  196. Rob J Hyndman, Anne B Koehler , Ralph D Snyder, Simone Grose (2002) A state space framework for automatic forecasting using exponential smoothing methods. International Journal of Forecasting 18(3), 439-454. DOI
  197. Rob J Hyndman, Ralph D Snyder (2002) Kalman filter. In: Informed Student Guide to Management Science, ed., Hans Daellenbach and Robert Flood, Thomson: London. Amazon pdf
  198. Rob J Hyndman (2002) Box-Jenkins modelling. In: Informed Student Guide to Management Science, ed., Hans Daellenbach and Robert Flood, Thomson: London. Amazon pdf
  199. Rob J Hyndman (2002) ARIMA processes. In: Informed Student Guide to Management Science, ed., Hans Daellenbach and Robert Flood, Thomson: London. Amazon pdf
  200. Jeff Racine, Rob J Hyndman (2002) Using R to Teach Econometrics. Journal of Applied Econometrics 17(2), 149-174. DOI
  201. Martin Predavec, Charles Kreb,  Kajell Danell, Rob J Hyndman (2001) Cycles and synchrony in the Collared Lemming (Dicrostonyx groenlandicus) in Arctic North America. Oecologia 126, 216-224. DOI
  202. Rob J Hyndman (2001) It's time to move from 'what' to 'why'. International Journal of Forecasting 17(4), 567-570. DOI
  203. Bircan Erbas, Rob J Hyndman (2001) Data visualization for time series in environmental epidemiology. Journal of Epidemiology and Biostatistics 6(6), 433-443. pdf
  204. Bircan Erbas, Rob J Hyndman (2001) Statistical methodological issues in studies of air pollution and respiratory disease. 6th International Workshop on Statistical Modelling, Odense, Denmark. 2-6 July, 2001. pdf
  205. David Bashtannyk, Rob J Hyndman (2001) Bandwidth selection for kernel conditional density estimation. Computational Statistics and Data Analysis 36(3), 279-298. DOI
  206. Gary Grunwald, Rob J Hyndman, Leanna Tedesco, Richard L Tweedie (2000) Non-Gaussian conditional linear AR(1) models. Australian and New Zealand Journal of Statistics 42(4), 479-495. DOI
  207. Richard Fraccaro, Rob J Hyndman, Alan Veevers (2000) Residual diagnostic plots for model mis-specification in time series regression. Australian and New Zealand Journal of Statistics 42(4), 463-477. DOI
  208. Bircan Erbas, Rob J Hyndman (2000) Seasonal adjustment methods for the analysis of respiratory disease in environmental epidemiology. pdf
  209. Rob J Hyndman (2000) Book review of "Nonparametric econometrics" (Pagan and Ullah, 1999). The Economic Record 76, 309–311.
  210. Rob J Hyndman, Gary K Grunwald (2000) Generalized additive modelling of mixed distribution Markov models with application to Melbourne's rainfall. Australian and New Zealand Journal of Statistics 42(2), 145-158. DOI
  211. Rob J Hyndman (1999) Book Review of "A primer of mathematical writing" (Krantz, 1997) and "Handbook of writing for the mathematical sciences" (Higham, 1998). Australian & New Zealand Journal of Statistics 41(2), 252-253.
  212. Rob J Hyndman (1999) Book review of "Statistically speaking: a dictionary of quotations" (Gaither and Cavazos-Gaither, 1996). Australian & New Zealand Journal of Statistics, 41(3), 380-382.
  213. Rob J Hyndman (1999) Book review of "Chance encounters: a first course in data analysis and inference" (Wild & Seber, 2000). Australian & New Zealand Journal of Statistics 41(4), 493–495.
  214. Rob J Hyndman (1999) Nonparametric additive regression models for binary time series. Proceedings, 1999 Australasian Meeting of the Econometric Society, 7-9 July 1999, University of Technology, Sydney. pdf
  215. Gary Grunwald, Rob J Hyndman (1998) Smoothing non-Gaussian time series with autoregressive structure. Computational Statistics and Data Analysis, 28, 171-191. DOI
  216. Rob J Hyndman (1998) Book Review of "Smoothing methods in Statistics" (Simonoff, 1996). Australian & New Zealand Journal of Statistics 40(2), 251–252.
  217. Rob J Hyndman (1998) Book review of "Leading personalities in the Statistical Sciences: from the seventeenth century to the present" (Johnson and Kotz, 1998). Australian & New Zealand Journal of Statistics 40(3), 382–383.
  218. Rob J Hyndman, Matthew P Wand (1997) Nonparametric autocovariance function estimation. Australian Journal of Statistics (1997), 39, 313-325.
  219. Gary K Grunwald, Kais Hamza, Rob J Hyndman (1997) Some properties and generalizations of non-negative Bayesian time series models. Journal of the Royal Statistical Society Series B 59, 615-626. DOI
  220. Paul Lajbcygier, Andrew Flitman, Anthony Swan, Rob J Hyndman (1997) The pricing and trading of options using a hybrid neural network model with historical volatility. NeuroVe$t Journal 5(1), 27-41.
  221. Rob J Hyndman and Yanan Fan (1996) Sample quantiles in statistical packages. American Statistician 50 361-365. JSTOR
  222. Rob J Hyndman, David Bashtannyk, Gary K Grunwald (1996) Estimating and visualizing conditional densities. J Computational & Graphical Statistics, 5, 315-336. JSTOR
  223. Rob J Hyndman (1996) Computing and graphing highest density regions. American Statistician, 50, 120-126. JSTOR
  224. Rob J Hyndman (1996) Book review of "Kernel smoothing" (Wand and Jones, 1995). Journal of Applied Statistics 23, 677–678.
  225. Gary K Grunwald, Rob J Hyndman, Leanna Tedesco (1996) A unified view of linear AR(1) models. pdf
  226. Rob J Hyndman (1995) Highest density forecast regions for non-linear and non-normal time series models. Journal of Forecasting 14, 431-441. DOI
  227. Rita L Axford, Gary K Grunwald, Rob J Hyndman (1995) The use of information technology in the research process. Invited chapter in Health informatics: an overview, (ed. Hovenga, Kidd, Cesnik). pdf
  228. Rob J Hyndman (1995) The problem with Sturges' rule for constructing histograms. pdf
  229. Rob J Hyndman (1994) Approximations and boundary conditions for continuous time threshold autoregressive processes. Journal of Applied Probability, 31(4), 1103-1109. JSTOR
  230. Rob J Hyndman (1993) Yule-Walker estimates for continuous-time autoregressive models. Journal of Time Series Analysis 14, 281-296. DOI
  231. Rob J Hyndman (1992) Continuous-time threshold autoregressive modelling. PhD thesis, The University of Melbourne. pdf
  232. Peter J Brockwell and Rob J Hyndman (1992) On continuous-time threshold autoregression. International Journal of Forecasting, 18(3), 439-454. DOI
  233. Peter J Brockwell, Rob J Hyndman, Gary K Grunwald (1991) Continuous time threshold autoregressive models. Statistica Sinica 1, 401-410. pdf
  234. Rob J Hyndman (1987) Calculating the odds. In Faces of gambling, Proceedings of the second national conference of the National Association for Gambling Studies (1986). ed. Michael Walker. pp.139-152.
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