Rob J Hyndman : Citation Profile


Are you Rob J Hyndman?

Monash University

30

H index

52

i10 index

3797

Citations

RESEARCH PRODUCTION:

82

Articles

116

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   31 years (1992 - 2023). See details.
   Cites by year: 122
   Journals where Rob J Hyndman has often published
   Relations with other researchers
   Recent citing documents: 217.    Total self citations: 120 (3.06 %)

EXPERT IN:

   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
   Demographic Trends, Macroeconomic Effects, and Forecasts
   Semiparametric and Nonparametric Methods: General

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phy3
   Updated: 2024-01-16    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

Athanasopoulos, George (8)

Panagiotelis, Anastasios (6)

Li, Feng (3)

Eckert, Florian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rob J Hyndman.

Is cited by:

Shang, Han Lin (105)

Li, Feng (81)

Athanasopoulos, George (59)

Nikolopoulos, Konstantinos (52)

Weron, Rafał (51)

Castle, Jennifer (39)

Hendry, David (37)

Franses, Philip Hans (33)

Grossi, Luigi (31)

Thomakos, Dimitrios (30)

Guidolin, Massimo (29)

Cites to:

Athanasopoulos, George (86)

Snyder, Ralph (84)

Ord, Keith (52)

Shang, Han Lin (34)

Nikolopoulos, Konstantinos (22)

Lee, Ronald (20)

Franses, Philip Hans (19)

Engle, Robert (17)

Diebold, Francis (16)

Panagiotelis, Anastasios (15)

Hong, Tao (12)

Main data


Where Rob J Hyndman has published?


Journals with more than one article published# docs
International Journal of Forecasting36
Computational Statistics & Data Analysis9
European Journal of Operational Research6
Foresight: The International Journal of Applied Forecasting4
PLOS ONE2
Demographic Research2
Journal of Forecasting2
Journal of the Operational Research Society2
Journal of the American Statistical Association2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics104

Recent works citing Rob J Hyndman (2024 and 2023)


YearTitle of citing document
2023Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs). (2023). Utma, Gizem Halil ; Ikiz, Aysun Kapucugil. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:1-31.

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2023Time Series Forecasting of the Covid-19 Pandemic: A Critical Assessment in Retrospect. (2023). Gungor, Murat. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:11:y:2023:i:1:p:85-100.

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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2023Scarring effects of the COVID-19 pandemic on the Italian labour market. (2022). Fiaschi, Davide ; Tealdi, Cristina. In: Papers. RePEc:arx:papers:2202.13317.

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2023Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2023Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2023Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2023Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling. (2023). Cao, Longbing ; Xu, Jia. In: Papers. RePEc:arx:papers:2305.08778.

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2023Machine Learning for Socially Responsible Portfolio Optimisation. (2023). van Zyl, Terence L ; Nundlall, Taeisha. In: Papers. RePEc:arx:papers:2305.12364.

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2023Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255.

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2023Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2023). Cartlidge, John ; Clegg, Lawrence. In: Papers. RePEc:arx:papers:2306.01740.

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2023Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568.

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2023Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154.

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2023Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyds of London Case Study. (2023). Tua, Alan ; Feng, Zhe ; Kam, Keith ; Ahmed, Akhil ; Olmez, Sedar. In: Papers. RePEc:arx:papers:2307.05581.

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2023Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.08853.

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2023The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023Hedging Forecast Combinations With an Application to the Random Forest. (2023). Wolf, Michael ; Kozbur, Damian ; Beck, Elliot. In: Papers. RePEc:arx:papers:2308.15384.

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2023Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series. (2023). Vogklis, Konstantinos ; Nasios, Ioannis. In: Papers. RePEc:arx:papers:2310.13029.

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2023.

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2023A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23.

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2023Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465.

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2023.

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2023Parameter least-squares estimation for time-inhomogeneous Ornstein–Uhlenbeck process. (2023). Getut, Pramesti. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:29:y:2023:i:1:p:1-32:n:5.

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2023Time series forecasting : a test of automated econometric methods. (2023). Melo, Igor Viveiros ; Ferreira, Erick Inacio. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td661.

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2023The Human Multiple Births Database (HMBD). (2023). Pison, Gilles ; Caporali, Arianna ; Torres, Catalina. In: Demographic Research. RePEc:dem:demres:v:48:y:2023:i:4.

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2023A validation workflow for mortality forecasting. (2023). Bohk-Ewald, Christina ; Scholey, Jonas ; Duerst, Ricarda. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2023-020.

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2023Volatile Financial Conditions, Asset Prices, and Investment Decisions: Analysis of daily data of DJIA and S&P500, from January to April of 2022. (2023). Pemberton, Jared. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_5.

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2023Analyzing Electricity Demand in Colombia: A Functional Time Series Approach. (2023). Duque, Fernando Villada ; Marulanda, Laura Marquez ; Marin, Jorge Barrientos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-11.

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2023Dynamic ensemble deep echo state network for significant wave height forecasting. (2023). Suganthan, Ponnuthurai Nagaratnam ; Hu, Minghui ; Li, Ruilin ; Gao, Ruobin ; Yuen, Kum Fai. In: Applied Energy. RePEc:eee:appene:v:329:y:2023:i:c:s0306261922015185.

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2023A proactive 2-stage indoor CO2-based demand-controlled ventilation method considering control performance and energy efficiency. (2023). Li, Ming ; Cui, Can. In: Applied Energy. RePEc:eee:appene:v:329:y:2023:i:c:s0306261922015458.

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2023Short-term electricity load forecasting—A systematic approach from system level to secondary substations. (2023). Francisco, Alexandre P ; Madeira, Sara C ; Pinheiro, Marco G. In: Applied Energy. RePEc:eee:appene:v:332:y:2023:i:c:s0306261922017500.

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2023Conformal asymmetric multi-quantile generative transformer for day-ahead wind power interval prediction. (2023). Guo, Chuangxin ; Huang, Gang ; Feng, Bin ; Wang, Wei ; Chen, Zhe ; Liao, Wenlong. In: Applied Energy. RePEc:eee:appene:v:333:y:2023:i:c:s0306261922018918.

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2023Can grid-tied solar photovoltaics lead to residential heating electrification? A techno-economic case study in the midwestern U.S.. (2023). Pearce, Joshua M ; Sommerfeldt, Nelson. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923002027.

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2023Optimal dispatch of a multi-energy system microgrid under uncertainty: A renewable energy community in Austria. (2023). Haas, Reinhard ; Ajanovic, Amela ; Auer, Hans ; Zellinger, Michael ; Mansoor, Muhammad ; Stadler, Michael ; Cosic, Armin ; Houben, Nikolaus. In: Applied Energy. RePEc:eee:appene:v:337:y:2023:i:c:s0306261923002775.

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2023Grid-connected cabin preheating of Electric Vehicles in cold climates – A non-flexible share of the EV energy use. (2023). Andresen, Inger ; Ludvigsen, Bjorn ; Sorensen, Se Lekang. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300418x.

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2023Adaptive control of V2Gs in islanded microgrids incorporating EV owner expectations. (2023). Mahmoudian, Ali ; Taghizadeh, Foad ; Sanjari, Mohammad ; Garmabdari, Rasoul ; Bai, Feifei ; Mousavizade, Mirsaeed ; Lu, Junwei. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s0306261923004828.

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2023An AI framework integrating physics-informed neural network with predictive control for energy-efficient food production in the built environment. (2023). You, Fengqi ; Hu, Guoqing. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s0306261923008140.

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2023Hierarchical learning, forecasting coherent spatio-temporal individual and aggregated building loads. (2023). Zeiler, Wim ; Moller, Jan Kloppenborg ; Madsen, Henrik ; Leprince, Julien. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s0306261923008747.

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2023Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401.

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2023An ensemble neural network approach to forecast Dengue outbreak based on climatic condition. (2023). Ghosh, Indrajit ; Nadim, Sk Shahid ; Chakraborty, Tanujit ; Panja, Madhurima ; Liu, Nan ; Kumar, Uttam. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077923000255.

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2023Robust estimation for functional quadratic regression models. (2023). Parada, Daniela ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001093.

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2023Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84.

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2023Economic and commercial analysis of reusing dam reservoir sediments. (2023). Schleiss, Anton J ; Heydariyeh, Seyyed Abdollah ; Alroaia, Younos Vakil ; Nikafkar, Nasrin. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pb:s0921800922003299.

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2023Modelling the biocontrol of Spodoptera frugiperda: A mechanistic approach considering Bt crops and oviposition behaviour. (2023). Conde, Wesley Augusto ; Weber, Igor Daniel ; Anjos, Lucas Dos. In: Ecological Modelling. RePEc:eee:ecomod:v:484:y:2023:i:c:s030438002300220x.

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2023A new taxonomy for vector exponential smoothing and its application to seasonal time series. (2023). Boylan, John E ; Chen, Huijing ; Svetunkov, Ivan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:964-980.

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2023Distributionally robust optimal power flow with contextual information. (2023). Morales, Juan M ; Esteban-Perez, Adrian. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1047-1058.

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2023Lumpy and intermittent retail demand forecasts with score-driven models. (2023). Borenstein, Denis ; Fernandes, Cristiano ; Sarlo, Rodrigo. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1146-1160.

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2023Optimal reconciliation with immutable forecasts. (2023). Li, Feng ; Panagiotelis, Anastasios ; Kang, Yanfei ; Zhang, Bohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:2:p:650-660.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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2023The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2023Comparative study on monthly natural gas vehicle fuel consumption and industrial consumption using multi-hybrid forecast models. (2023). Pala, Zeydin. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222027128.

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2023Multivariate wind speed forecasting based on multi-objective feature selection approach and hybrid deep learning model. (2023). Wang, Lin ; Lv, Sheng-Xiang. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029863.

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2023A novel reconciliation approach for hierarchical electricity consumption forecasting based on resistant regression. (2023). Cyrino, Fernando Luiz ; Lila, Mauricio Franca ; Meira, Erick. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001883.

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2023Passive flow-field control using dimples for performance enhancement of horizontal axis wind turbine. (2023). Ismadi, M.-Z., ; Tan, B T ; Azlan, F. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s036054422300484x.

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2023A novel approach to repair time prediction and availability assessment of the equipment in power generation systems using fuzzy logic and Monte Carlo simulation. (2023). Miri, Seyed Mohammadreza ; Abdalisousan, Ashkan ; Behbahaninia, Ali ; Mirzaei, Danesh. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223022363.

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2023Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412.

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2023Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363.

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2023The Lightning Network: Turning Bitcoin into money. (2023). Zimmerman, Peter ; Divakaruni, Anantha. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006560.

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2023Forecasting pine sawtimber stumpage prices: A comparison between a time series hybrid model and an artificial neural network. (2023). Siry, Jacek ; Mei, Bin ; Lamichhane, Sabhyata. In: Forest Policy and Economics. RePEc:eee:forpol:v:154:y:2023:i:c:s1389934123001235.

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2023Evaluation of the best M4 competition methods for small area population forecasting. (2023). Temple, Jeromey ; Grossman, Irina ; Wilson, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:110-122.

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2023Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection. (2023). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:144-169.

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2023Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques. (2023). Squicciarini, Nunzia ; Aloini, Davide ; Benevento, Elisabetta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:192-208.

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2023Parameter-efficient deep probabilistic forecasting. (2023). de Rijke, Maarten ; Schelter, Sebastian ; Sprangers, Olivier. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:332-345.

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2023Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives. (2023). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:39-57.

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2023Multi-population mortality projection: The augmented common factor model with structural breaks. (2023). Vahid, Farshid ; Pantelous, Athanasios A ; Wang, Pengjie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:450-469.

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2023A robust support vector regression model for electric load forecasting. (2023). Fang, Shu-Cherng ; Gao, Zheming ; Hong, Tao ; Luo, Jian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:1005-1020.

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2023An accurate and fully-automated ensemble model for weekly time series forecasting. (2023). Montero-Manso, Pablo ; Webb, Geoffrey I ; Bergmeir, Christoph ; Godahewa, Rakshitha. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:641-658.

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2023A copula-based time series model for global horizontal irradiation. (2023). Reuber, Matthias ; Muller, Alfred. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:869-883.

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2023Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx. (2023). Weron, Rafał ; Dubrawski, Artur ; Marcjasz, Grzegorz ; Challu, Cristian ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:884-900.

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2023The RWDAR model: A novel state-space approach to forecasting. (2023). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:922-937.

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2023Physics-informed Gaussian process regression for states estimation and forecasting in power grids. (2023). Tipireddy, Ramakrishna ; Barajas-Solano, David A ; Ma, Tong ; Tartakovsky, Alexandre M. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:967-980.

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2023Calibration of deterministic NWP forecasts and its impact on verification. (2023). Yang, Dazhi ; Mayer, Martin Janos. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:981-991.

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2023Thirty years on: A review of the Lee–Carter method for forecasting mortality. (2023). Booth, Heather ; Camarda, Carlo Giovanni ; Basellini, Ugofilippo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1033-1049.

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2023Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

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2023Daily peak electrical load forecasting with a multi-resolution approach. (2023). Yan, Hui ; Goude, Yannig ; Fasiolo, Matteo ; Amara-Ouali, Yvenn. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1272-1286.

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2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

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2023fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317.

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2023Improving forecast stability using deep learning. (2023). Verbeke, Wouter ; Crevits, Ruben ; van Belle, Jente. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1333-1350.

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2023Shrinkage estimator for exponential smoothing models. (2023). Kourentzes, Nikolaos ; Svetunkov, Ivan ; Pritularga, Kandrika F. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1351-1365.

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2023Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions. (2023). de Fondeville, Raphael ; Naveau, Philippe ; Fougeres, Anne-Laure ; Taillardat, Maxime. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1448-1459.

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2023Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492.

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2023Nonparametric goodness-of-fit testing for a continuous multivariate parametric model. (2023). Patil, Prakash N ; Bagkavos, Dimitrios. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000283.

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2023Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space. (2023). Kong, Linglong ; Xie, Haihan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000726.

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2023The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423.

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2023Corporate vulnerability in the US and China during COVID-19: A machine learning approach. (2023). Kabir, Asif ; Bhatti, Ishaq M ; Trinidad, Juan E ; Khan, Muhammad Asif. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000142.

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2023Cryptocurrency portfolio allocation using a novel hybrid and predictive big data decision support system. (2023). Maghsoodi, Abtin Ijadi. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001943.

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2023Using machine learning techniques to reduce uncertainty for outpatient appointment scheduling practices in outpatient clinics. (2023). Dreyfus, David ; Zhao, Lingyu ; Golmohammadi, Davood. In: Omega. RePEc:eee:jomega:v:120:y:2023:i:c:s0305048323000713.

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2023What do consumers want? A methodological framework to identify determinant product attributes from consumers’ online questions. (2023). Aw, Eugene Cheng-Xi ; Fernando, Angeline Gautami. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:73:y:2023:i:c:s0969698923000826.

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2023Role of agricultural resource sector in environmental emissions and its explicit relationship with sustainable development: Evidence from agri-food system in China. (2023). Bhutta, Muhammad Shoaib ; Wang, Yi Chu ; Iqbal, Kashif ; Sarfraz, Muddassar ; Ul, Zain. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006341.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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More than 100 citations found, this list is not complete...

Rob J Hyndman is editor of


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Monash Econometrics and Business Statistics Working Papers

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YearTitleTypeCited
2011Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models In: Working Papers.
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2011Coherent mortality forecasting: the product-ratio method with functional time series models.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2013Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models.(2013) In: Demography.
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2020Modern Strategies for Time Series Regression In: International Statistical Review.
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1997Some Properties and Generalizations of Non?negative Bayesian Time Series Models In: Journal of the Royal Statistical Society Series B.
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1993YULE?WALKER ESTIMATES FOR CONTINUOUS?TIME AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis.
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2022Seasonal functional autoregressive models In: Journal of Time Series Analysis.
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2019Seasonal Functional Autoregressive Models.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions In: Demographic Research.
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2011Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods In: Demographic Research.
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2004Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Econometric Society 2004 Australasian Meetings.
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2004Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC.(2004) In: Monash Econometrics and Business Statistics Working Papers.
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2018A note on the validity of cross-validation for evaluating autoregressive time series prediction In: Computational Statistics & Data Analysis.
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1998Smoothing non-Gaussian time series with autoregressive structure In: Computational Statistics & Data Analysis.
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2001Bandwidth selection for kernel conditional density estimation In: Computational Statistics & Data Analysis.
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1998Bandwidth Selection for Kernel Conditional Density Estimation..(1998) In: Monash Econometrics and Business Statistics Working Papers.
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2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis.
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2007Robust forecasting of mortality and fertility rates: A functional data approach In: Computational Statistics & Data Analysis.
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2005Robust forecasting of mortality and fertility rates: a functional data approach.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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2011Improved interval estimation of long run response from a dynamic linear model: A highest density region approach In: Computational Statistics & Data Analysis.
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2010Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach.(2010) In: Working Papers.
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2010Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach.(2010) In: Working Papers.
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2011Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis.
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2007Optimal combination forecasts for hierarchical time series.(2007) In: Monash Econometrics and Business Statistics Working Papers.
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2016Fast computation of reconciled forecasts for hierarchical and grouped time series In: Computational Statistics & Data Analysis.
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2014Fast computation of reconciled forecasts for hierarchical and grouped time series.(2014) In: Monash Econometrics and Business Statistics Working Papers.
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2009A multivariate innovations state space Beveridge-Nelson decomposition In: Economic Modelling.
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2004Exponential smoothing models: Means and variances for lead-time demand In: European Journal of Operational Research.
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2017Forecasting with temporal hierarchies In: European Journal of Operational Research.
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2015Forecasting with Temporal Hierarchies.(2015) In: Monash Econometrics and Business Statistics Working Papers.
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2015Forecasting with Temporal Hierarchies.(2015) In: MPRA Paper.
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2010The price elasticity of electricity demand in South Australia.(2010) In: Monash Econometrics and Business Statistics Working Papers.
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2000A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods..(2000) In: Monash Econometrics and Business Statistics Working Papers.
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2001Unmasking the Theta Method..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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2004The interaction between trend and seasonality In: International Journal of Forecasting.
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2006Twenty-five years of forecasting In: International Journal of Forecasting.
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200625 years of time series forecasting In: International Journal of Forecasting.
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2006Another look at measures of forecast accuracy In: International Journal of Forecasting.
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2005Another Look at Measures of Forecast Accuracy.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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2008Stochastic population forecasts using functional data models for mortality, fertility and migration In: International Journal of Forecasting.
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2006Stochastic population forecasts using functional data models for mortality, fertility and migration.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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2009A change of editors In: International Journal of Forecasting.
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2009Hierarchical forecasts for Australian domestic tourism In: International Journal of Forecasting.
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2007Hierarchical forecasts for Australian domestic tourism.(2007) In: Monash Econometrics and Business Statistics Working Papers.
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2009Monitoring processes with changing variances In: International Journal of Forecasting.
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2008Monitoring Processes with Changing Variances.(2008) In: Monash Econometrics and Business Statistics Working Papers.
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2010Changing of the guard In: International Journal of Forecasting.
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2010Encouraging replication and reproducible research In: International Journal of Forecasting.
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2011The tourism forecasting competition In: International Journal of Forecasting.
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2011The tourism forecasting competition.(2011) In: International Journal of Forecasting.
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2009The tourism forecasting competition.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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2011The value of feedback in forecasting competitions In: International Journal of Forecasting.
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2011The value of feedback in forecasting competitions.(2011) In: International Journal of Forecasting.
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2011The value of feedback in forecasting competitions.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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2011Tourism forecasting: An introduction In: International Journal of Forecasting.
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2014A gradient boosting approach to the Kaggle load forecasting competition In: International Journal of Forecasting.
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2016Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation In: International Journal of Forecasting.
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2014Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation.(2014) In: Monash Econometrics and Business Statistics Working Papers.
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2016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond In: International Journal of Forecasting.
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2017Visualising forecasting algorithm performance using time series instance spaces In: International Journal of Forecasting.
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2016Visualising forecasting Algorithm Performance using Time Series Instance Spaces.(2016) In: Monash Econometrics and Business Statistics Working Papers.
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2018Crude oil price forecasting based on internet concern using an extreme learning machine In: International Journal of Forecasting.
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2019Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting.
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2017Macroeconomic forecasting for Australia using a large number of predictors.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2020Forecasting in social settings: The state of the art In: International Journal of Forecasting.
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2020A brief history of forecasting competitions In: International Journal of Forecasting.
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2019A Brief History of Forecasting Competitions.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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2018FFORMA: Feature-based forecast model averaging.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2020Distributed ARIMA Models for Ultra-long Time Series.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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1992On continuous-time threshold autoregression In: International Journal of Forecasting.
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2011Nonparametric time series forecasting with dynamic updating In: Mathematics and Computers in Simulation (MATCOM).
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2009Nonparametric time series forecasting with dynamic updating.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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2003Improved methods for bandwidth selection when estimating ROC curves In: Statistics & Probability Letters.
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2005Prediction intervals for exponential smoothing using two new classes of state space models In: Journal of Forecasting.
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2007Automatic time series forecasting: the forecast package for R..(2007) In: Monash Econometrics and Business Statistics Working Papers.
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1998Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression. In: Monash Econometrics and Business Statistics Working Papers.
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1999Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbournes Rainfall. In: Monash Econometrics and Business Statistics Working Papers.
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2000Mixed Model-Based Hazard Estimation. In: Monash Econometrics and Business Statistics Working Papers.
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2001Prediction Intervals for Exponential Smoothing State Space Models. In: Monash Econometrics and Business Statistics Working Papers.
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2005Rating Forecasts for Television Programs In: Monash Econometrics and Business Statistics Working Papers.
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200525 Years of IIF Time Series Forecasting: A Selective Review.(2005) In: Tinbergen Institute Discussion Papers.
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