Curriculum Vitae  

Google Scholar     

Books

Unpublished working papers

2019

  • Insha Ullah, Kerrie Mengersen, Rob J Hyndman, James McGree (2019) Detection of cybersecurity attacks through analysis of web browsing activities using principal component analysis. Abstract  pdf
  • Yanfei Kang, Rob J Hyndman, Feng Li (2019) GRATIS: GeneRAting TIme Series with diverse and controllable characteristics. Abstract  pdf
  • Earo Wang, Di Cook and Rob J Hyndman (2019) A new tidy data structure to support exploration and modeling of temporal data. Abstract  pdf
  • Priyanga Dilini Talagala, Rob J Hyndman, Catherine Leigh, Kerrie Mengersen and Kate Smith-Miles (2019) A feature-based framework for detecting technical outliers in water-quality data from in situ sensors. Abstract  pdf

2018

  • Sevvandi Kandanaarachchi, Rob J Hyndman and Kate Smith‑Miles (2018) Early classification of spatio-temporal events using time-varying models. Abstract  pdf
  • Catherine Leigh, Sevvandi Kandanaarachchi, James M McGree, Rob J Hyndman, Omar Alsibai, Kerrie Mengersen, Erin E Peterson (2018) Predicting Sediment and Nutrient Concentrations in Rivers Using High Frequency Water Quality Surrogates. Abstract  pdf
  • Pablo Montero-Manso, George Athanasopoulos, Rob J Hyndman, Thiyanga S Talagala (2018) FFORMA: Feature-based Forecast Model Averaging. Abstract  pdf
  • Sevvandi Kandanaarachchi, Mario A Muñoz, Rob J Hyndman and Kate Smith-Miles (2018) On normalization and algorithm selection for unsupervised outlier detection. Abstract  pdf
  • Puwasala Gamakumara, Anastasios Panagiotelis, George Athanasopoulos and Rob J Hyndman (2018) Probabilistic forecasts in hierarchical time series. Abstract  pdf
  • Thiyanga S Talagala, Rob J Hyndman, George Athanasopoulos (2018) Meta-learning how to forecast time series. Abstract  pdf

2017

  • Earo Wang, Dianne Cook, Rob J Hyndman (2017) Calendar-based graphics for visualizing people's daily schedules. Abstract  pdf
  • Souhaib Ben Taieb, James W Taylor, Rob J Hyndman (2017) Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data. Abstract  pdf
  • Timur Behlul, Anastasios Panagiotelis, George Athanasopoulos, Rob J Hyndman, Farshid Vahid (2017) The Australian Macro Database: An online resource for macroeconomic research in Australia. Abstract  pdf

2016

  • Bin Jiang, Anastasios Panagiotelis, George Athanasopoulos, Rob J Hyndman, Farshid Vahid (2016) Bayesian rank selection in multivariate regression. Abstract  pdf
  • Thomas Url, Rob J Hyndman, Alexander Dokumentov (2016) Long-term forecasts of age-specific participation rates with functional data models. Abstract  pdf

2015

  • Alex Dokumentov and Rob J Hyndman (2015) STR: A Seasonal-Trend Decomposition Procedure Based on Regression. Abstract  pdf
  • 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. Abstract  pdf
  • 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. Abstract  pdf

2014

  • Alexander Dokumentov, Rob J Hyndman (2014) Low-dimensional decomposition, smoothing and forecasting of sparse functional data. Abstract  pdf
  • Rob J Hyndman, Shu Fan (2014) Monash Electricity Forecasting Model. Abstract  pdf

2013

  • 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. Abstract  pdf

2012

  • Souhaib Ben Taieb, Rob J Hyndman (2012) Recursive and direct multi-step forecasting: the best of both worlds. Abstract  pdf

2008

  • Andrey V Kostenko and Rob J Hyndman (2008) Forecasting without significance tests?. Abstract  pdf

2007

  • Pim Ouwehand, Rob J Hyndman, Ton G. de Kok, Karel H. van Donselaar (2007) A state space model for exponential smoothing with group seasonality. Abstract  pdf

2006

  • Ye Azhong, Rob J Hyndman, Zinai Li (2006) Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity. Abstract  pdf

2005

  • 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. Abstract  pdf

2000

  • Bircan Erbas, Rob J Hyndman (2000) Seasonal adjustment methods for the analysis of respiratory disease in environmental epidemiology. Abstract  pdf

1996

  • Gary K Grunwald, Rob J Hyndman, Leanna Tedesco (1996) A unified view of linear AR(1) models. Abstract  pdf

1995

  • Rob J Hyndman (1995) The problem with Sturges' rule for constructing histograms. Abstract  pdf

Published articles and book chapters

2019

  • Rob J Hyndman (2019) A brief history of forecasting competitions. International Journal of Forecasting, to appear. Abstract  pdf
  • Priyanga Dilini Talagala, Rob J Hyndman, Kate Smith-Miles, Sevvandi Kandanaarachchi and Mario A Muñoz (2019) Anomaly detection in streaming nonstationary temporal data. Journal of Computational and Graphical Statistics, to appear. Abstract  pdf
  • George Athanasopoulos, Puwasala Gamakumara, Anastasios Panagiotelis, Rob J Hyndman and Mohamed Affan (2019) Hierarchical forecasting. Macroeconomic forecasting in the age of big data, ed. P. Fuleky, Chapter 23. Abstract  pdf
  • 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.. Abstract DOI  pdf
  • 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. Abstract DOI  pdf

2018

  • 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. Abstract DOI
  • Alexander Dokumentov, Rob J Hyndman, Leonie Tickle (2018) Bivariate smoothing of mortality surfaces with cohort and period ridges. Stat, 7: e199. Abstract DOI  pdf
  • Shanika L Wickramasuriya, George Athanasopoulos, Rob J Hyndman (2018) Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. J. American Statistical Association, to appear. Abstract DOI  pdf
  • 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. Abstract DOI  pdf
  • Rob J Hyndman, Xueqin Lin, Pierre Pinson (2018) Visualizing big energy data. IEEE Power and Energy Magazine, 16(3), 18-25. Abstract DOI
  • 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. Abstract DOI  pdf

2017

  • 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. Abstract Online
  • 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. Abstract Online  pdf
  • George Athanasopoulos, Rob J Hyndman, Nikolaos Kourentzes, Fotios Petropoulos (2017) Forecasting with temporal hierarchies. European Journal of Operational Research, 262(1) 60–74. Abstract DOI  pdf
  • 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. Abstract DOI
  • Han Lin Shang, Rob J Hyndman (2017) Grouped functional time series forecasting: an application to age-specific mortality rates. Journal of Computational and Graphical Statistics, 26(2), 330-343. Abstract DOI  pdf
  • 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. Abstract DOI  pdf
  • 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. Abstract DOI
  • 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. Abstract DOI
  • 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. Abstract DOI  pdf

2016

  • 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. Abstract DOI
  • 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. Abstract DOI  pdf
  • 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. Abstract DOI  pdf
  • 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. Abstract DOI  pdf
  • 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. Abstract DOI  pdf
  • 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. Abstract DOI

2015

  • 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. Abstract
  • Rob J Hyndman (2015) Measuring forecast accuracy. Chapter 3.4, pages 177-184, in "Business Forecasting: Practical Problems and Solutions", John Wiley & Sons. Abstract
  • Rob J Hyndman (2015) New IJF editors. International Journal of Forecasting 31(4), 1104. Abstract DOI
  • 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. Abstract DOI  pdf
  • 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. Abstract DOI
  • 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. Abstract  pdf
  • Rob J Hyndman (2015) Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”. Electronic J Statistics 9, 792-796. Abstract DOI  pdf
  • Rob J Hyndman (2015) Change to the IJF editors. International Journal of Forecasting 31(2), 391. Abstract DOI

2014

  • Rob J Hyndman, George Athanasopoulos (2014) Optimally reconciling forecasts in a hierarchy. Foresight (Fall, 2014). pp.42-48. Abstract  pdf
  • 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). Abstract  pdf
  • 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. Abstract DOI Online  pdf
  • 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. Abstract Online  pdf
  • 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. Abstract DOI  pdf
  • Souhaib Ben Taieb, Rob J Hyndman (2014) Boosting multi-step autoregressive forecasts. Proceedings of the International Conference on Machine Learning (ICML), Beijing, China. Abstract  pdf
  • 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. Abstract  pdf

2013

  • 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. Abstract DOI  pdf
  • Rob J Hyndman (2013) A change of editors. International Journal of Forecasting 29(1), page A1. Abstract

2012

  • 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. Abstract  pdf
  • 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. Abstract DOI  pdf
  • 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. Abstract DOI

2011

  • 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. Abstract DOI  pdf
  • 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. Abstract DOI  pdf
  • 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. Abstract DOI
  • 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. Abstract DOI
  • Rob J Hyndman (2011) Giving a useR! talk. The R Journal, 3(1), 69–71. Abstract  pdf
  • Haiyan Song, Rob J Hyndman (2011) Tourism forecasting: an introduction. International Journal of Forecasting, 27(3), 817–821. Abstract DOI
  • Shu Fan, Rob J Hyndman (2011) The price elasticity of electricity demand in South Australia. Energy policy 39(6), 3709-3719. Abstract DOI  pdf
  • 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. Abstract DOI  pdf
  • 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. Abstract DOI  pdf
  • Han Lin Shang, Rob J Hyndman (2011) Nonparametric time series forecasting with dynamic updating. Mathematics and Computers in Simulation 81, 1310-1324. Abstract DOI
  • George Athanasopoulos, Rob J Hyndman (2011) The value of feedback in forecasting competitions. International Journal of Forecasting 27(3), 845-849. Abstract DOI  pdf
  • George Athanasopoulos, Rob J Hyndman, Haiyan Song, Doris Wu (2011) The tourism forecasting competition. International Journal of Forecasting 27(3), 822-844. Abstract DOI  pdf
  • 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. Abstract DOI  pdf

2010

  • Stephan Kolassa, Rob J Hyndman (2010) Free open-source forecasting using R. Foresight: the International Journal of Applied Forecasting 17, 19-24. Abstract Online
  • 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. Abstract DOI
  • 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. Abstract DOI  pdf
  • Han Lin Shang, Rob J Hyndman (2010) Exploratory graphics for functional data. Interface 2010: Computing Science and Statistics, Seattle, Washington, June 16-19, 2010. Abstract Online  pdf
  • 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. Abstract
  • 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. Abstract DOI  pdf
  • Rob J Hyndman, Han Lin Shang (2010) Rainbow plots, bagplots and boxplots for functional data. Journal of Computational and Graphical Statistics 19(1), 29-45. Abstract DOI  pdf
  • 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. Abstract  pdf
  • 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. Abstract DOI
  • 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. Abstract DOI
  • Rob J Hyndman, Shu Fan (2010) Density forecasting for long-term peak electricity demand. IEEE Transactions on Power Systems 25(2), 1142-1153. Abstract DOI
  • Rob J Hyndman (2010) Business Forecasting Methods. Contribution to the International Encyclopedia of Statistical Science, ed. Miodrag Lovric, Springer. pp.185-187. Abstract Online  pdf
  • Rob J Hyndman (2010) Forecasting Overview. Contribution to the International Encyclopedia of Statistical Science, ed. Miodrag Lovric, Springer. pp.536-539. Abstract Online  pdf
  • Rob J Hyndman (2010) Moving Averages. Contribution to the International Encyclopedia of Statistical Science, ed. Miodrag Lovric, Springer. pp.866-869. Abstract Online  pdf
  • Rob J Hyndman (2010) Encouraging replication and reproducible research. International Journal of Forecasting 26(1), pp.2-3. Abstract DOI
  • Rob J Hyndman (2010) Changing of the guard. International Journal of Forecasting 26(1), p1. Abstract DOI

2009

  • 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. Abstract DOI
  • Rob J Hyndman, Han Lin Shang (2009) Forecasting functional time series. Journal of the Korean Statistical Society 38(3), 199-221. (With discussion). Abstract DOI
  • 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. Abstract
  • 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. Abstract DOI
  • 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. Abstract DOI
  • George Athanasopoulos, Roman A Ahmed, Rob J Hyndman (2009) Hierarchical forecasts for Australian domestic tourism. International Journal of Forecasting 25(1), 146-166. Abstract DOI
  • Ashton de Silva, Rob J Hyndman, Ralph D Snyder (2009) A multivariate innovations state space Beveridge-Nelson decomposition. Economic modelling 26(5), 1067-1074. Abstract DOI

2008

  • 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. Abstract DOI
  • 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. Abstract DOI
  • Rob J Hyndman, Yeasmin Khandakar (2008) Automatic time series forecasting: the forecast package for R. Journal of Statistical Software 27(3). Abstract  pdf
  • 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. Abstract DOI
  • 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. Abstract DOI
  • George Athanasopoulos, Rob J Hyndman (2008) Modelling and forecasting Australian domestic tourism. Tourism Management 29(1), 19-31. Abstract DOI
  • Luciana Magnano, John W Boland, Rob J Hyndman (2008) Generation of synthetic sequences of half-hourly temperatures. Environmetrics 19(8), 818-835. Abstract DOI

2007

  • 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. Abstract DOI
  • 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. Abstract DOI
  • 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. Abstract DOI
  • 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. Abstract DOI
  • 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. Abstract  pdf
  • 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. Abstract DOI

2006

  • Rob J Hyndman, Anne B Koehler (2006) Another look at measures of forecast accuracy. International Journal of Forecasting 22(4), 679-688. Abstract DOI  pdf
  • 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. Abstract  pdf
  • Azhong Ye, Rob J Hyndman (2006) Projection pursuit estimator for multivariate conditional densities. J. Fuzhou Univ. Nat. Sci. Ed. 34(6), 794–797. (Chinese). Abstract
  • Rob J Hyndman (2006) Another look at measures of forecast accuracy for intermittent demand. Foresight: the International Journal of Applied Forecasting 4, 43-46. Abstract  pdf
  • Andrey V Kostenko, Rob J Hyndman (2006) A note on the categorization of demand patterns. Journal of the Operational Research Society 57, 1256-1257. Abstract DOI
  • 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. Abstract DOI
  • Jan G De Gooijer, Rob J Hyndman (2006) 25 years of time series forecasting. International Journal of Forecasting 22(3), 443-473. Abstract DOI
  • Rob J Hyndman, J Keith Ord (2006) Twenty-five years of forecasting. International Journal of Forecasting, 22(3), 413-414. Abstract DOI
  • 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. Abstract DOI
  • 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. Abstract DOI
  • 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. Abstract  pdf

2005

  • 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. Abstract DOI
  • 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. Abstract DOI
  • Lydia Shenstone, Rob J Hyndman (2005) Stochastic models underlying Croston's method for intermittent demand forecasting. Journal of Forecasting 24, 389-402. Abstract DOI
  • 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. Abstract
  • 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. Abstract DOI  pdf
  • 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. Abstract  pdf
  • 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. Abstract DOI
  • 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. Abstract DOI
  • Rob J Hyndman (2005) Editorial. International Journal of Forecasting 21(1), 1. Abstract DOI

2004

  • Rob J Hyndman (2004) The interaction between trend and seasonality. International Journal of Forecasting 20(4), 561-563. Abstract DOI
  • Peter G Hall, Rob J Hyndman, Yanan Fan (2004) Nonparametric confidence intervals for receiver operating characteristic curves. Biometrika 91(3), 743-750. Abstract DOI
  • 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. Abstract DOI
  • 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. Abstract DOI

2003

  • 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. Abstract  pdf
  • Rob J Hyndman, Baki Billah (2003) Unmasking the Theta method. International Journal of Forecasting 19, 287-290. Abstract DOI
  • Peter G Hall, Rob J Hyndman (2003) Improved methods for bandwidth selection when estimating ROC curves. Statistics and Probability Letters 64 181-189. Abstract DOI

2002

  • Tianxi Cai, Rob J Hyndman, Matthew P Wand (2002) Mixed model-based hazard estimation. Journal of Computational and Graphical Statistics 11(4), 784-798. Abstract DOI
  • Rob J Hyndman, Qiwei Yao (2002) Nonparametric estimation and symmetry tests for conditional density functions. Journal of Nonparametric Statistics 14(3), 259-278. Abstract DOI
  • 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. Abstract DOI
  • Rob J Hyndman, Ralph D Snyder (2002) Kalman filter. In: Informed Student Guide to Management Science, ed., Hans Daellenbach and Robert Flood, Thomson: London. Abstract  pdf
  • Rob J Hyndman (2002) Box-Jenkins modelling. In: Informed Student Guide to Management Science, ed., Hans Daellenbach and Robert Flood, Thomson: London. Abstract  pdf
  • Rob J Hyndman (2002) ARIMA processes. In: Informed Student Guide to Management Science, ed., Hans Daellenbach and Robert Flood, Thomson: London. Abstract  pdf
  • Jeff Racine, Rob J Hyndman (2002) Using R to Teach Econometrics. Journal of Applied Econometrics 17(2), 149-174. Abstract DOI

2001

  • 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. Abstract DOI
  • Rob J Hyndman (2001) It's time to move from 'what' to 'why'. International Journal of Forecasting 17(4), 567-570. Abstract DOI
  • Bircan Erbas, Rob J Hyndman (2001) Data visualization for time series in environmental epidemiology. Journal of Epidemiology and Biostatistics 6(6), 433-443. Abstract  pdf
  • 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. Abstract  pdf
  • David Bashtannyk, Rob J Hyndman (2001) Bandwidth selection for kernel conditional density estimation. Computational Statistics and Data Analysis 36(3), 279-298. Abstract DOI

2000

  • 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. Abstract DOI
  • 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. Abstract DOI
  • Rob J Hyndman (2000) Book review of "Nonparametric econometrics" (Pagan and Ullah, 1999). The Economic Record 76, 309–311. Abstract
  • 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. Abstract DOI

1999

  • 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. Abstract
  • 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. Abstract
  • 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. Abstract
  • 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. Abstract  pdf

1998

  • Gary Grunwald, Rob J Hyndman (1998) Smoothing non-Gaussian time series with autoregressive structure. Computational Statistics and Data Analysis, 28, 171-191. Abstract DOI
  • Rob J Hyndman (1998) Book Review of "Smoothing methods in Statistics" (Simonoff, 1996). Australian & New Zealand Journal of Statistics 40(2), 251–252. Abstract
  • 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. Abstract

1997

  • Rob J Hyndman, Matthew P Wand (1997) Nonparametric autocovariance function estimation. Australian Journal of Statistics (1997), 39, 313-325. Abstract
  • 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. Abstract DOI
  • 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. Abstract

1996

  • Rob J Hyndman and Yanan Fan (1996) Sample quantiles in statistical packages. American Statistician 50 361-365. Abstract JSTOR
  • Rob J Hyndman and David Bashtannyk (1996) Estimating and visualizing conditional densities. Journal of Computational and Graphical Statistics, 5, 315-336. Abstract JSTOR
  • Rob J Hyndman (1996) Computing and graphing highest density regions. American Statistician, 50, 120-126. Abstract JSTOR
  • Rob J Hyndman (1996) Book review of "Kernel smoothing" (Wand and Jones, 1995). Journal of Applied Statistics 23, 677–678. Abstract

1995

  • Rob J Hyndman (1995) Highest density forecast regions for non-linear and non-normal time series models. Journal of Forecasting 14, 431-441. Abstract DOI
  • 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). Abstract  pdf

1994

  • Rob J Hyndman (1994) Approximations and boundary conditions for continuous time threshold autoregressive processes. Journal of Applied Probability, 31(4), 1103-1109. Abstract JSTOR

1993

  • Rob J Hyndman (1993) Yule-Walker estimates for continuous-time autoregressive models. Journal of Time Series Analysis 14, 281-296. Abstract DOI

1992

  • Rob J Hyndman (1992) Continuous-time threshold autoregressive modelling. PhD thesis, The University of Melbourne. Abstract  pdf
  • Peter J Brockwell and Rob J Hyndman (1992) On continuous-time threshold autoregression. International Journal of Forecasting, 18(3), 439-454. Abstract DOI

1991

  • Peter J Brockwell, Rob J Hyndman, Gary K Grunwald (1991) Continuous time threshold autoregressive models. Statistica Sinica 1, 401-410. Abstract  pdf

1987

  • 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. Abstract