Rob J Hyndman

Publications

• Forecasting electricity demand in Australian National Electricity Market
• Coherent probabilistic forecasts for hierarchical time series
• Boosting multi-step autoregressive forecasts
• Forecasts of COPD mortality in Australia: 2006-2025
• Forecasting time series with complex seasonal patterns using exponential smoothing
• Visualizing Big Energy Data: Solutions for This Crucial Component of Data Analysis
• STR: Seasonal-Trend Decomposition Using Regression
• Optimal non-negative forecast reconciliation
• On normalization and algorithm selection for unsupervised outlier detection
• Fast computation of reconciled forecasts for hierarchical and grouped time series
• A Feature‐Based Procedure for Detecting Technical Outliers in Water‐Quality Data From In Situ Sensors
• Change to the IJF editors
• Corrigendum to: "Hierarchical forecasts for Australian domestic tourism" [International journal of forecasting 25 (2009) 146-166]
• Do human rhinovirus infections and food allergy modify grass pollen-induced asthma hospital admissions in children?
• Statistical issues with using herbarium data for the estimation of invasion lag-phases
• New IJF editors
• On sampling methods for costly multi-objective black-box optimization
• Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
• Large-Scale Unusual Time Series Detection
• Handgun acquisitions in California after two Mass shootings
• Forecasting uncertainty in electricity smart meter data by boosting additive quantile regression
• Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”
• Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization
• Grouped Functional Time Series Forecasting: An Application to Age-Specific Mortality Rates
• A gradient boosting approach to the Kaggle load forecasting competition
• Bivariate smoothing of mortality surfaces with cohort and period ridges
• Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models
• Crude oil price forecasting based on internet concern using an extreme learning machine
• Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond
• Associations between outdoor fungal spores and childhood and adolescent asthma hospitalizations
• A note on upper bounds for forecast-value-Added relative to naïve forecasts
• Exploring the influence of short-term temperature patterns on temperature-related mortality: a case-study of Melbourne, Australia
• Efficient identification of the Pareto optimal set
• Dynamic algorithm selection for pareto optimal set approximation
• A note on the validity of cross-validation for evaluating autoregressive time series prediction
• Exploring the sources of uncertainty: Why does bagging for time series forecasting work?
• Forecasting with temporal hierarchies
• Visualising forecasting algorithm performance using time series instance spaces
• Short-term load forecasting based on a semi-parametric additive model
• A robust approach for phenological change detection within satellite image time series
• Modern Strategies for Time Series Regression
• Anomaly Detection in High-Dimensional Data
• Forecasting the old‐age dependency ratio to determine a sustainable pension age
• Hierarchical forecast reconciliation with machine learning
• Fast Forecast Reconciliation Using Linear Models
• Visualizing Probability Distributions Across Bivariate Cyclic Temporal Granularities
• Seasonal functional autoregressive models
• Dimension Reduction for Outlier Detection Using DOBIN
• Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters
• Leave-One-Out Kernel Density Estimates for Outlier Detection
• Lee-Carter mortality forecasting: A multi-country comparison of variants and extensions
• Giving a useR! Talk
• A change of editors
• Exponential smoothing and non-negative data
• Encouraging replication and reproducible research
• Changing of the guard
• Hierarchical forecasts for Australian domestic tourism
• The price elasticity of electricity demand in South Australia
• Stochastic population forecasts using functional data models for mortality, fertility and migration
• The admissible parameter space for exponential smoothing models
• Modelling and forecasting Australian domestic tourism
• The tourism forecasting competition
• Half-life estimation based on the bias-corrected bootstrap: A highest density region approach
• Monitoring processes with changing variances
• Improved interval estimation of long run response from a dynamic linear model: A highest density region approach
• Measurement of changes in antihypertensive drug utilisation following primary care educational interventions
• A note on the categorization of demand patterns
• A Bayesian approach to bandwidth selection for multivariate kernel density estimation
• A multivariate innovations state space Beveridge-Nelson decomposition
• 25 years of time series forecasting
• Density forecasting for long-term peak electricity demand
• Detecting trend and seasonal changes in satellite image time series
• Forecasting age-related changes in breast cancer mortality among white and black US women: A functional data approach
• Forecasting age-specific breast cancer mortality using functional data models
• Forecasting functional time series
• Nonparametric time series forecasting with dynamic updating
• Investigating the influence of synoptic-scale meteorology on air quality using self-organizing maps and generalized additive modelling
• Method for optimizing coating properties based on an evolutionary algorithm approach
• Optimal combination forecasts for hierarchical time series
• Phenological change detection while accounting for abrupt and gradual trends in satellite image time series
• Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
• Rainbow plots, bagplots, and boxplots for functional data
• Quantifying the influence of local meteorology on air quality using generalized additive models
• Rejoinder: Forecasting functional time series
• Rule induction for forecasting method selection: Meta-learning the characteristics of univariate time series
• The value of feedback in forecasting competitions
• Using functional data analysis models to estimate future time trends in age-specific breast cancer mortality for the United States and England-Wales
• Nonparametric time series forecasting with dynamic updating
• Automatic time series forecasting: The forecast package for R
• Another look at measures of forecast accuracy
• Characteristic-based clustering for time series data
• Forecasting time series with multiple seasonal patterns
• Do levels of airborne grass pollen influence asthma hospital admissions?
• Generation of synthetic sequences of half-hourly temperature
• Tourism forecasting: An introduction
• The vector innovations structural time series framework: A simple approach to multivariate forecasting
• Robust forecasting of mortality and fertility rates: A functional data approach
• Forecast short-term electricity demand using semi-parametric additive model
• Functionalization of microarray devices: Process optimization using a multiobjective PSO and multiresponse MARS modeling
• Short-term load forecasting using semi-parametric additive models
• On continuous-time threshold autoregression
• Non-Gaussian conditional linear AR(1) models
• Approximations and Boundary Conditions for Continuous-Time Threshold Autoregressive Processes
• Computing and Graphing Highest Density Regions
• Computing and Graphing Highest Density Regions
• Smoothing non-Gaussian time series with autoregressive structure
• Sample Quantiles in Statistical Packages
• 25 Years of IIF Time Series Forecasting: A Selective Review
• Cycles and synchrony in the Collared Lemming ( Dicrostonyx groenlandicus ) in Arctic North America
• The interaction between trend and seasonality
• Using R to teach econometrics
• Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
• Sample Quantiles in Statistical Packages
• Twenty-five years of forecasting
• Exponential smoothing models: Means and variances for lead-time demand
• Measuring change in prescription drug utilization in Australia
• Nonparametric confidence intervals for receiver operating characteristic curves
• Empirical information criteria for time series forecasting model selection
• Editorial
• Prediction intervals for exponential smoothing using two new classes of state space models
• Improved methods for bandwidth selection when estimating ROC curves
• Mixed model-based hazard estimation
• Normative data for the Rosner Test of Visual Analysis Skills on an Australian population
• Unmasking the Theta method
• Stochastic models underlying Croston's method for intermittent demand forecasting
• A state space framework for automatic forecasting using exponential smoothing methods
• Highest‐density forecast regions for nonlinear and non‐normal time series models
• Mixed model-based hazard estimation
• YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS
• Data visualisation for time series in environmental epidemiology.
• Sample Quantiles in Statistical Packages
• Generalized additive modelling of mixed distribution Markov models with application to Melbourne's rainfall
• Local linear forecasts using cubic smoothing splines
• Residual diagnostic plots for checking for model mis-specification in time series regression
• Some properties and generalizations of non-negative bayesian time series models
• Sensitivity of the estimated air pollution-respiratory admissions relationship to statistical model choice
• Bandwidth selection for kernel conditional density estimation
• Dimension reduction for clustering time series using global characteristics
• Estimating and Visualizing Conditional Densities
• Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation
• Forecasting COVID-19 activity in Australia to support pandemic response: May to October 2020
• Probabilistic forecast reconciliation: Properties, evaluation and score optimisation
• Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues
• Forecast reconciliation: A review
• Data revisions to German national accounts: Are initial releases good nowcasts? (vol 36, pg 1252, 2020)
• LoMEF: A Framework to Produce Local Explanations for Global Model Time Series Forecasts
• COMPUTATIONALLY EFFICIENT LEARNING OF STATISTICAL MANIFOLDS
• A brief history of forecasting competitions (vol 36, pg 7, 2019)
• FFORMA: Feature-based forecast model averaging
• Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality
• Macroeconomic forecasting for Australia using a large number of predictors (vol 35, pg 616, 2019)
• GRATIS: GeneRAting TIme Series with diverse and controllable characteristics
• Anomaly detection in dynamic networks
• Crude oil price forecasting based on internet concern using an extreme learning machine (vol 34, pg 665, 2018)
• Calendar-Based Graphics for Visualizing People's Daily Schedules
• Assessing mortality inequality in the US: What can be said about the future?
• A Look at the Evaluation Setup of the M5 Forecasting Competition
• LoMEF: A framework to produce local explanations for global model time series forecasts
• Anomaly Detection in Streaming Nonstationary Temporal Data
• Modern strategies for time series regression (vol 88, pg S179, 2020)
• Understanding links between water-quality variables and nitrate concentration in freshwater streams using high frequency sensor data
• Non-linear mixed-effects models for time series forecasting of smart meter demand
• Forecasting for social good
• Model selection in reconciling hierarchical time series
• Early classification of spatio-temporal events using partial information
• Forecasting, causality and feedback
• Cross-temporal Probabilistic Forecast Reconciliation
• Forecast reconciliation: A geometric view with new insights on bias correction
• Forecasting in social settings: The state of the art
• Forecasting in social settings: The state of the art (vol 36, pg 15, 2019)
• Principles and algorithms for forecasting groups of time series: Locality and globality
• Probabilistic Forecasts Using Expert Judgment: The Road to Recovery From COVID-19
• A brief history of forecasting competitions
• Monash Time Series Forecasting Archive
• Forecasting Swiss exports using Bayesian forecast reconciliation
• FFORMA: Feature-based forecast model averaging (vol 36, pg 86, 2020)
• A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data
• Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data
• A new tidy data structure to support exploration and modeling of temporal data
• Calendar-based graphics for visualizing people's daily schedules
• Coherent Probabilistic Forecasts for Hierarchical Time Series
• Macroeconomic forecasting for Australia using a large number of predictors
• Modern strategies for time series regression
• Hierarchical Forecasting
• A framework for automated anomaly detection in high frequency water-quality data from in situ sensors
• ANOTHER LOOK AT FORECAST-ACCURACY METRICS FOR INTERMITTENT DEMAND
• MEASURING FORECAST ACCURACY
• Predicting sediment and nutrient concentrations from high-frequency water-quality data
• Model selection in reconciling hierarchical time series
• Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016
• Predicting the Whole Distribution with Methods for Depth Data Analysis Demonstrated on a Colorectal Cancer Treatment Study
• Grouped functional time series forecasting: An application to age-specific mortality rates
• Anomaly Detection in High Dimensional Data
• GRATIS: GeneRAting TIme Series with diverse and controllable characteristics
• Predicting Sediment and Nutrient Concentrations in Rivers Using High Frequency Water Quality Surrogates
• Hospital characteristics, rather than surgical volume, predict length of stay following colorectal cancer surgery
• Revealing High-Frequency Trading Provision of Liquidity with Visualization
• Visualizing probability distributions across bivariate cyclic temporal granularities
• NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION
• Forecast Short-term Electricity Demand Using Semi-parametric Additive Model
• Outdoor fungal spores are associated with child asthma hospitalisations - a case-crossover study
• Bagplots, boxplots and outlier detection for functional data
• Forecasting with Exponential Smoothing: The State Space Approach
• Short-term Load Forecasting Using Semi-parametric Additive Models
• Forecasting Electricity Demand in Australian National Electricity Market
• Some Properties and Generalizations of Non-negative Bayesian Time Series Models
• Residual Diagnostic Plots for Checking for Model Mis-specification in Time Series Regression
• Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
• CONTINUOUS-TIME THRESHOLD AUTOREGRESSIVE MODELS
• Nonparametric Econometrics
• Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall
• It's time to move from 'what' to 'why'
• Thermopower in p-type GaAs/AlGaAs layers
• Non-Gaussian Conditional Linear AR(1) Models
• Data Analysis and Graphics Using R: An Example-based Approach
• Forecast combinations: An over 50-year review
• Obituary: Everette S Gardner Jr
• Lee-Carter models: The wider context
• Forecast combinations: an over 50-year review
• On the factors that contribute to the risk of asthma exacerbations in children and adolescents: the MAPCAH study
• Conditional normalization in time series analysis
• Hierarchical Time Series Forecasting in Emergency Medical Services
• Forecasting system's accuracy: A framework for the comparison of different structures