Rob J Hyndman : Citation Profile

Monash University

32

H index

56

i10 index

4560

Citations

RESEARCH PRODUCTION:

91

Articles

120

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   33 years (1992 - 2025). See details.
   Cites by year: 138
   Journals where Rob J Hyndman has often published
   Relations with other researchers
   Recent citing documents: 437.    Total self citations: 123 (2.63 %)

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:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phy3
   Updated: 2025-12-13    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

Athanasopoulos, George (4)

Li, Feng (3)

Panagiotelis, Anastasios (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 (118)

Li, Feng (81)

Athanasopoulos, George (59)

Nikolopoulos, Konstantinos (52)

Weron, Rafał (51)

Castle, Jennifer (39)

Hendry, David (37)

Franses, Philip Hans (34)

Thomakos, Dimitrios (31)

Grossi, Luigi (31)

Guidolin, Massimo (29)

Cites to:

Athanasopoulos, George (105)

Snyder, Ralph (81)

Ord, John (50)

Shang, Han Lin (36)

Diebold, Francis (24)

Nikolopoulos, Konstantinos (22)

Franses, Philip Hans (20)

Lee, Ronald (18)

Panagiotelis, Anastasios (18)

Engle, Robert (16)

Timmermann, Allan (15)

Main data

Where Rob J Hyndman has published?

Journals with more than one article published# docs
International Journal of Forecasting38
Computational Statistics & Data Analysis9
European Journal of Operational Research7
Foresight: The International Journal of Applied Forecasting5
PLOS ONE3
Journal of the Operational Research Society2
Journal of the American Statistical Association2
Journal of Time Series Analysis2
Journal of Forecasting2
Demographic Research2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics108

Recent works citing Rob J Hyndman (2025 and 2024)

YearTitle of citing document
2024Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach. (2024). Stewart, Shamar ; McWilliams, William N ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343923.

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2024Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach. (2024). McWilliams, William N ; Stewart, Shamar L ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343923.

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2024Time series forecasting of price of the agricultural products using data science. (2024). Bilyk, Tetiana ; Majore, Ginta ; Kmytiuk, Tetiana. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355972.

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2025Forecasting the development of poultry farming based on time series. (2025). Kulyk, Anatolii ; Saiun, Daryna ; Fokina-Mezentseva, Katerina. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364301.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169.

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2025Applying Forecasting Methods to Accrual-Based and Cash-Based Ratio Analysis. (2025). Litvinenko, Alexey ; Saarinen, Samuli. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:24:y:2024:i:2:p:328-360.

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2024To Bag is to Prune. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2008.07063.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2025Approximate Factor Models for Functional Time Series. (2025). Otto, Sven ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2201.02532.

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2024Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures. (2024). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Papers. RePEc:arx:papers:2207.07318.

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2024Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2024). Clegg, Lawrence ; Cartlidge, John. In: Papers. RePEc:arx:papers:2306.01740.

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2024Maximally Machine-Learnable Portfolios. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian. In: Papers. RePEc:arx:papers:2306.05568.

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2025The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Papageorgiou, Ioannis ; Kontoyiannis, Ioannis. In: Papers. RePEc:arx:papers:2308.00913.

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2024Cross-Domain Behavioral Credit Modeling: transferability from private to central data. (2024). Didkovskyi, O ; Jean, N ; le Pera, G ; Nordio, C. In: Papers. RePEc:arx:papers:2401.09778.

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2025Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions. (2024). Schroers, Dennis. In: Papers. RePEc:arx:papers:2401.16286.

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2024Egalitarian pooling and sharing of longevity risk, a.k.a. The many ways to skin a tontine cat. (2024). Milevsky, Moshe. In: Papers. RePEc:arx:papers:2402.00855.

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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2024mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters. (2024). Trull, Oscar ; Garc, Carlos J ; Peir, Angel. In: Papers. RePEc:arx:papers:2402.10982.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Neural Network Modeling for Forecasting Tourism Demand in Stopi\{c}a Cave: A Serbian Cave Tourism Study. (2024). Mili, Srdjan ; Markovi, Slobodan ; Tomi, Nemanja ; Baji, Buda ; Anti, Aleksandar. In: Papers. RePEc:arx:papers:2404.04974.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024DAM: A Universal Dual Attention Mechanism for Multimodal Timeseries Cryptocurrency Trend Forecasting. (2024). Fu, Yihang ; Zhou, Mingyu ; Zhang, Luyao. In: Papers. RePEc:arx:papers:2405.00522.

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2024QxEAI: Quantum-like evolutionary algorithm for automated probabilistic forecasting. (2024). Xin, Lizhi. In: Papers. RePEc:arx:papers:2405.03701.

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2025Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

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2024Designing Time-Series Models With Hypernetworks & Adversarial Portfolios. (2024). Stanvek, Filip. In: Papers. RePEc:arx:papers:2407.20352.

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2024The Surprising Robustness of Partial Least Squares. (2024). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2409.05713.

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2025Democratising Agricultural Commodity Price Forecasting: The AGRICAF Approach. (2025). Zelingher, Rotem. In: Papers. RePEc:arx:papers:2410.20363.

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2025Forecasting Company Fundamentals. (2024). Dhami, Devendra Singh ; Kersting, Kristian ; Endler, Kevin ; Divo, Felix ; Endress, Eric. In: Papers. RePEc:arx:papers:2411.05791.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069.

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2025Predicting Insurance Penetration Rate in Ghana Using the Autoregressive Integrated Moving Average (ARIMA) Model. (2025). Gidisu, Godwin ; Gyima-Adu, Thomas. In: Papers. RePEc:arx:papers:2502.07841.

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2025Capitalizing on a Crisis: A Computational Analysis of all Five Million British Firms During the Covid-19 Pandemic. (2025). Reeves, Aaron ; Rahal, Charles ; Muggleton, Naomi. In: Papers. RePEc:arx:papers:2502.09383.

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2025Functional Network Autoregressive Models for Panel Data. (2025). Ando, Tomohiro ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2502.13431.

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2025Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025Forecasting Thai inflation from univariate Bayesian regression perspective. (2025). Arwatchanakarn, Popkarn ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2505.05334.

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2025The bias of IID resampled backtests for rolling-window mean-variance portfolios. (2025). Paskaramoorthy, Andrew ; van Zyl, Terence ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2505.06383.

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2025Zero-Shot Forecasting Mortality Rates: A Global Study. (2025). Aradi, Bernadett ; Gall, Jozsef ; al Shaggah, Laith ; Petnehazi, Gabor. In: Papers. RePEc:arx:papers:2505.13521.

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2025Comparative analysis of financial data differentiation techniques using LSTM neural network. (2025). Gajda, Janusz ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19243.

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2025Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models. (2025). Ślepaczuk, Robert ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19617.

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2025DELPHYNE: A Pre-Trained Model for General and Financial Time Series. (2025). Ding, Xueying ; Gopal, Achintya ; Mittal, Aakriti. In: Papers. RePEc:arx:papers:2506.06288.

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2025Forecasting Labor Markets with LSTNet: A Multi-Scale Deep Learning Approach. (2025). Abbouchi, Omar ; Le, Jessica ; Davila, Sofia ; al Hasani, Meena ; Sen, Aleia ; Nelson-Archer, Adam. In: Papers. RePEc:arx:papers:2507.01979.

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2025Galerkin-ARIMA: A Two-Stage Polynomial Regression Framework for Fast Rolling One-Step-Ahead Forecasting. (2025). Liu, Haojie ; Lin, Zihan. In: Papers. RePEc:arx:papers:2507.07469.

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2025Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall. (2025). Taylor, James W ; Wang, Chao. In: Papers. RePEc:arx:papers:2508.16919.

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2025L2-relaxation for Economic Prediction. (2025). Wang, Yishu ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2510.12183.

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2024Exploring an LSTM-SARIMA routine for core inflation forecasting. (2024). Krukovets, Dmytro. In: Technology audit and production reserves. RePEc:baq:taprar:v:2:y:2024:i:2:p:6-12.

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2024Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597.

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2025Gold Price Forecasting in Kuala Pilah, Negeri Sembilan, Malaysia Using Long Short-Term Memory (LSTM). (2025). Allysha, Nur Aryuni ; Dahlan, Zlin Binti ; Abdullah, Zamlina Binti ; Mior, Nurazian Binti ; Khairuddin, Mohamad Hafiz. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:6760-6765.

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2024The structural Theta method and its predictive performance in the M4-Competition. (2024). Silvestrini, Andrea ; Sbrana, Giacomo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1457_24.

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2024Consumer Prices Trends in Colombia: Detecting Breaks and Forecasting Infation. (2024). Zarate-Solano, Hector ; Rodrguez-Nio, Norberto ; Zrate-Solano, Hctor M. In: Borradores de Economia. RePEc:bdr:borrec:1289.

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2024Analysis of an Optimal Short-Term Inflation Rate Forecasting Model in Kenya Case of SARIMA Modelling. (2024). Kilonzi, Philip ; Siele, Richard ; Kiano, Elvis. In: International Journal of Economics. RePEc:bdu:ijecon:v:9:y:2024:i:3:p:32-48:id:2847.

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2024Forecasting Inflation Rate Using the ARIMA Model: Zambia€™s Perspective from 2023 to 2043. (2024). Changwe, Kenny ; Zulu, Julius ; Mwansa, Gardner. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:12:p:698-713.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2025Using LSTM Neural Networks for Nowcasting and Forecasting GVA of Industrial Sectors. (2025). Kryzhanovskij, Oleg ; Mogilat, Anastasia ; Shuvalova, Zhanna ; Gvozdev, Dmitry ; Kryzhanovskiy, Oleg. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:93-104.

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2024Machine learning to predict grains futures prices. (2024). Sckokai, Paolo ; Brignoli, Paolo Libenzio ; Gardebroek, Cornelis ; Varacca, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:3:p:479-497.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2024Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330.

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2024Forecasting performance of machine learning, time series, and hybrid methods for low‐ and high‐frequency time series. (2024). Yozgatligil, Ceylan ; Ozdemir, Ozancan. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:2:p:441-474.

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2025How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables. (2025). Kim, Soyoung ; Park, Joon Y ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0136.

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2025Boosting Store Sales Through Ensemble Learning-Informed Promotional Decisions. (2025). Yu, Jun ; Zhang, Xinyu ; Xie, Tian ; Qiu, Yue ; Wang, Wenbin. In: Working Papers. RePEc:boa:wpaper:202525.

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2024Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting. (2024). Shi, Yanlin ; Zhang, Jinhui ; It, Chong ; Kuen, Kenny Kam. In: Demographic Research. RePEc:dem:demres:v:50:y:2024:i:28.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2025A novel regional forecastable multiscalar standardized drought index (RFMSDI) for regional drought monitoring and assessment. (2025). Scholz, Miklas ; Ali, Farman ; Batool, Aamina ; Kartal, Veysi. In: Agricultural Water Management. RePEc:eee:agiwat:v:308:y:2025:i:c:s0378377425000034.

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2025Does water-saving irrigation truly conserve water? Yes and No. (2025). Li, Yan ; Du, Lan ; Tian, Shengchuan ; Zhang, Bin ; Zheng, Xinjun ; Zhao, Nan. In: Agricultural Water Management. RePEc:eee:agiwat:v:311:y:2025:i:c:s0378377425001131.

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2025Forecast by mixed-frequency dynamic panel model. (2025). Hu, Mingming ; Chen, Yuxiu ; Liu, Han. In: Annals of Tourism Research. RePEc:eee:anture:v:110:y:2025:i:c:s0160738324001646.

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2025Time and feature varying tourism demand forecasting. (2025). Zhang, Chen Jason ; Li, Hengyun ; Gao, Huicai. In: Annals of Tourism Research. RePEc:eee:anture:v:112:y:2025:i:c:s0160738325000659.

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2024Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy. (2024). Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Li, Mingchen ; Yang, Kun. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014666.

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2024Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Ahn, Kwangwon ; Park, Jungyeon ; Jeon, Jooyoung ; Kim, Hokyun ; Petropoulos, Fotios ; Alvarenga, Estevo ; Li, Ran. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014733.

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2024Electricity demand forecasting with hybrid classical statistical and machine learning algorithms: Case study of Ukraine. (2024). Steens, T ; Schwenzer, J ; Breuing, J ; Grandon, Gonzalez T. In: Applied Energy. RePEc:eee:appene:v:355:y:2024:i:c:s0306261923016136.

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2024A novel combined probabilistic load forecasting system integrating hybrid quantile regression and knee improved multi-objective optimization strategy. (2024). Yang, YI ; Huang, Xiaojia ; Xing, Qianyi ; Wang, Kang ; Li, Caihong. In: Applied Energy. RePEc:eee:appene:v:356:y:2024:i:c:s0306261923017051.

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2024Dependence structure learning and joint probabilistic forecasting of stochastic power grid variables. (2024). Mahadevan, Sankaran ; Karve, Pranav ; Nath, Paromita ; Stover, Oliver ; Baroud, Hiba. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018020.

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2024A holistic time series-based energy benchmarking framework for applications in large stocks of buildings. (2024). Giudice, Rocco ; Piscitelli, Marco Savino ; Capozzoli, Alfonso. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923019141.

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2024Interpretable domain-informed and domain-agnostic features for supervised and unsupervised learning on building energy demand data. (2024). Khalil, Mohamad ; Kazmi, Hussain ; Miller, Clayton ; Fu, Chun ; Balint, Attila ; Canaydin, Ada. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001247.

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2024End-to-end learning of representative PV capacity factors from aggregated PV feed-ins. (2024). Zech, Matthias ; von Bremen, Lueder. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924003064.

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2024A novel meta-learning approach for few-shot short-term wind power forecasting. (2024). Liu, Yongqian ; Yan, Yamin ; Tjernberg, Lina Bertling ; Chen, Fuhao. In: Applied Energy. RePEc:eee:appene:v:362:y:2024:i:c:s0306261924002216.

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2024Persistence of disaggregate energy RD&D expenditures in top-five economies: Evidence from artificial neural network approach. (2024). Avci, Salih Bortecine ; Datan, Muhammet ; Caglar, Abdullah Emre. In: Applied Energy. RePEc:eee:appene:v:365:y:2024:i:c:s0306261924005993.

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2024Non-intrusive thermal load disaggregation and forecasting for effective HVAC systems. (2024). Okazawa, Kazuki ; Taniguchi, Ittetsu ; Murayama, Hiroyuki ; Nishikawa, Hiroki ; Catthoor, Francky ; Zhao, Dafang ; Yura, Yoshinori ; Onoye, Takao ; Kaneko, Naoya ; Okamoto, Masakazu. In: Applied Energy. RePEc:eee:appene:v:367:y:2024:i:c:s0306261924007621.

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2024Microgrid design and multi-year dispatch optimization under climate-informed load and renewable resource uncertainty. (2024). Bazilian, Morgan ; MacMillan, Madeline ; Villa, Daniel L ; Zolan, Alexander. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924007384.

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2024TriChronoNet: Advancing electricity price prediction with Multi-module fusion. (2024). Gu, Weixi ; Jiang, Weiwei ; He, Miao. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010092.

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2025Non-crossing quantile probabilistic forecasting of cluster wind power considering spatio-temporal correlation. (2025). Luo, Yunfeng ; Wang, Yan-Wu ; Xiao, Jiang-Wen ; Chen, Yuejiang. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s0306261924017392.

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2025Perspective modelling and measuring discharge voltage on truncated data of long-term stored Li-ion batteries based on functional state space model. (2025). Vali, David ; Prochzka, Petr ; Hlinka, JI ; Fuksov, Mria ; Kolek, Jan. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s0306261924018798.

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2025Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x.

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2025Review of several key processes in wind power forecasting: Mathematical formulations, scientific problems, and logical relations. (2025). Xu, Chuanyu ; Yang, Mao ; Huang, Yutong ; Liu, Chenyu ; Dai, Bozhi. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s0306261924020142.

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2025Improved spatio-temporal offshore wind forecasting with coastal upwelling information. (2025). Ye, Feng ; Ezzat, Ahmed Aziz ; Miles, Travis. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924023948.

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2025Feature engineering and selection for prosumer electricity consumption and production forecasting: A comprehensive framework. (2025). Liu, Yang ; Wen, Qianyun. In: Applied Energy. RePEc:eee:appene:v:381:y:2025:i:c:s0306261924025601.

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2025A global probabilistic approach for short-term forecasting of individual households electricity consumption. (2025). Vanthournout, Koen ; de Moor, Bart ; Becker, Thijs ; Lago, Jesus ; Botman, Lola. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261924025522.

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2025A novel decision support system for enhancing long-term forecast accuracy in virtual power plants using bidirectional long short-term memory networks. (2025). Nadimi, Reza ; Goto, Mika. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000030.

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2025A statistical framework for district energy long-term electric load forecasting. (2025). Royal, Emily ; Bandyopadhyay, Soutir ; Newman, Alexandra ; Huang, Qiuhua ; Tabares-Velasco, Paulo Cesar. In: Applied Energy. RePEc:eee:appene:v:384:y:2025:i:c:s0306261925001758.

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2025Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Applied Energy. RePEc:eee:appene:v:388:y:2025:i:c:s0306261925001746.

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2025AutoPQ: Automating quantile estimation from point forecasts in the context of sustainability. (2025). Gtz, Markus ; Mikut, Ralf ; Hagenmeyer, Veit ; Meisenbacher, Stefan ; Phipps, Kaleb ; Taubert, Oskar ; Weiel, Marie. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925006610.

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2025Reprint of: Ex-ante expected changes in ESG and future stock returns based on machine learning. (2025). Rahman, Md Jahidur ; Zhu, Hongtao. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000137.

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2025.

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2024Based on hypernetworks and multifractals: Deep distribution feature fusion for multidimensional nonstationary time series prediction. (2024). Shen, Yuewen ; Wen, Lihong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003631.

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2024Forecasting infectious diseases in Brazilian cities: Integrating socio-economic and geographic data from related cities through a machine learning approach. (2024). Roster, Kirstin O ; Lober, Luiza ; Rodrigues, Francisco A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:187:y:2024:i:c:s096007792400969x.

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2024Goodness-of-fit test for point processes first-order intensity. (2024). Gonzalez-Manteiga, W ; Borrajo, M I ; Martinez-Miranda, M D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:194:y:2024:i:c:s0167947324000136.

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2025On the use of the cumulant generating function for inference on time series. (2025). Ronchetti, E ; la Vecchia, D ; Moor, A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001282.

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

Rob J Hyndman is editor of

Journal
Monash Econometrics and Business Statistics Working Papers

Works by Rob J Hyndman:

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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This paper has nother version. Agregated cites: 91		article
2020Modern Strategies for Time Series Regression In: International Statistical Review.
[Full Text][Citation analysis]		article1
1997Some Properties and Generalizations of Non‐negative Bayesian Time Series Models In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article9
1993YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2022Seasonal functional autoregressive models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2019Seasonal Functional Autoregressive Models.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions In: Demographic Research.
[Full Text][Citation analysis]		article71
2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 71		paper
2011Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods In: Demographic Research.
[Full Text][Citation analysis]		article45
2004Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper4
2004Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC.(2004) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2018A note on the validity of cross-validation for evaluating autoregressive time series prediction In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article148
1998Smoothing non-Gaussian time series with autoregressive structure In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2001Bandwidth selection for kernel conditional density estimation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article61
1998Bandwidth Selection for Kernel Conditional Density Estimation..(1998) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article51
2007Robust forecasting of mortality and fertility rates: A functional data approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article210
2005Robust forecasting of mortality and fertility rates: a functional data approach.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 210		paper
2007Half-life estimation based on the bias-corrected bootstrap: A highest density region approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
2006Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2011Improved interval estimation of long run response from a dynamic linear model: A highest density region approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
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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This paper has nother version. Agregated cites: 5		paper
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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This paper has nother version. Agregated cites: 5		paper
2011Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article122
2007Optimal combination forecasts for hierarchical time series.(2007) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 122		paper
2016Fast computation of reconciled forecasts for hierarchical and grouped time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article47
2014Fast computation of reconciled forecasts for hierarchical and grouped time series.(2014) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 47		paper
2009A multivariate innovations state space Beveridge-Nelson decomposition In: Economic Modelling.
[Full Text][Citation analysis]		article3
2004Exponential smoothing models: Means and variances for lead-time demand In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2008Forecasting time series with multiple seasonal patterns In: European Journal of Operational Research.
[Full Text][Citation analysis]		article49
2017Forecasting with temporal hierarchies In: European Journal of Operational Research.
[Full Text][Citation analysis]		article73
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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2018Exploring the sources of uncertainty: Why does bagging for time series forecasting work? In: European Journal of Operational Research.
[Full Text][Citation analysis]		article41
2021Forecasting Swiss exports using Bayesian forecast reconciliation In: European Journal of Operational Research.
[Full Text][Citation analysis]		article7
2019Forecasting Swiss Exports using Bayesian Forecast Reconciliation.(2019) In: KOF Working papers.
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This paper has nother version. Agregated cites: 7		paper
2019Forecasting Swiss Exports Using Bayesian Forecast Reconciliation.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2023Probabilistic forecast reconciliation: Properties, evaluation and score optimisation In: European Journal of Operational Research.
[Full Text][Citation analysis]		article15
2020Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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2025Optimal forecast reconciliation with time series selection In: European Journal of Operational Research.
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2024Optimal Forecast Reconciliation with Time Series Selection.(2024) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2011The price elasticity of electricity demand in South Australia In: Energy Policy.
[Full Text][Citation analysis]		article90
2010The price elasticity of electricity demand in South Australia.(2010) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 90		paper
2021Assessing mortality inequality in the U.S.: What can be said about the future? In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
2002A state space framework for automatic forecasting using exponential smoothing methods In: International Journal of Forecasting.
[Full Text][Citation analysis]		article258
2000A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods..(2000) In: Monash Econometrics and Business Statistics Working Papers.
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2003Unmasking the Theta method In: International Journal of Forecasting.
[Full Text][Citation analysis]		article42
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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2005Editorial 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.
[Full Text][Citation analysis]		article194
2006Another look at measures of forecast accuracy In: International Journal of Forecasting.
[Full Text][Citation analysis]		article746
2005Another Look at Measures of Forecast Accuracy.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 746		paper
2008Stochastic population forecasts using functional data models for mortality, fertility and migration In: International Journal of Forecasting.
[Full Text][Citation analysis]		article61
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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This paper has nother version. Agregated cites: 61		paper
2008Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2009A change of editors In: International Journal of Forecasting.
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2009Hierarchical forecasts for Australian domestic tourism In: International Journal of Forecasting.
[Full Text][Citation analysis]		article82
2007Hierarchical forecasts for Australian domestic tourism.(2007) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 82		paper
2009Monitoring processes with changing variances In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2008Monitoring Processes with Changing Variances.(2008) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2010Changing of the guard In: International Journal of Forecasting.
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2010Encouraging replication and reproducible research In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2011The tourism forecasting competition In: International Journal of Forecasting.
[Full Text][Citation analysis]		article102
2011The tourism forecasting competition.(2011) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 102		article
2009The tourism forecasting competition.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 102		paper
2011The value of feedback in forecasting competitions In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2011The value of feedback in forecasting competitions.(2011) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 9		article
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.
[Full Text][Citation analysis]		article10
2014A gradient boosting approach to the Kaggle load forecasting competition In: International Journal of Forecasting.
[Full Text][Citation analysis]		article56
2016Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article57
2014Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation.(2014) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 57		paper
2016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond In: International Journal of Forecasting.
[Full Text][Citation analysis]		article214
2017Visualising forecasting algorithm performance using time series instance spaces In: International Journal of Forecasting.
[Full Text][Citation analysis]		article23
2016Visualising forecasting Algorithm Performance using Time Series Instance Spaces.(2016) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 23		paper
2018Crude oil price forecasting based on internet concern using an extreme learning machine In: International Journal of Forecasting.
[Full Text][Citation analysis]		article54
2019Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article15
2017Macroeconomic forecasting for Australia using a large number of predictors.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 15		paper
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.
[Full Text][Citation analysis]		article26
2019A Brief History of Forecasting Competitions.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 26		paper
2020FFORMA: Feature-based forecast model averaging In: International Journal of Forecasting.
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2018FFORMA: Feature-based forecast model averaging.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2021Forecast reconciliation: A geometric view with new insights on bias correction In: International Journal of Forecasting.
[Full Text][Citation analysis]		article42
2019Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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2020Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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2021Principles and algorithms for forecasting groups of time series: Locality and globality In: International Journal of Forecasting.
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2020Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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2022Forecasting for social good In: International Journal of Forecasting.
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2020Forecasting for Social Good.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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2023Forecasting, causality and feedback In: International Journal of Forecasting.
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2023Distributed ARIMA models for ultra-long time series In: International Journal of Forecasting.
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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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2023LoMEF: A framework to produce local explanations for global model time series forecasts In: International Journal of Forecasting.
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2023Forecast combinations: An over 50-year review In: International Journal of Forecasting.
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2024Forecast reconciliation: A review In: International Journal of Forecasting.
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2023Forecast Reconciliation: A Review.(2023) In: Monash Econometrics and Business Statistics Working Papers.
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2024Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues In: International Journal of Forecasting.
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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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2002An Improved Method for Bandwidth Selection when Estimating ROC Curves.(2002) In: Monash Econometrics and Business Statistics Working Papers.
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2017The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia In: CAMA Working Papers.
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2017The Australian Macro Database: An online resource for macroeconomic research in Australia.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2002Nonparametric estimation and symmetry tests for conditional density functions In: LSE Research Online Documents on Economics.
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1998Nonparametric Estimation and Symmetry Tests for Conditional Density Functions..(1998) In: Monash Econometrics and Business Statistics Working Papers.
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2006Another Look at Forecast Accuracy Metrics for Intermittent Demand In: Foresight: The International Journal of Applied Forecasting.
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2007Minimum Sample Size requirements for Seasonal Forecasting Models In: Foresight: The International Journal of Applied Forecasting.
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2010Free Open-Source Forecasting Using R In: Foresight: The International Journal of Applied Forecasting.
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2014Optimally Reconciling Forecasts in a Hierarchy In: Foresight: The International Journal of Applied Forecasting.
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2025Errors on Percentage Errors In: Foresight: The International Journal of Applied Forecasting.
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2021Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters In: IJERPH.
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2008Exponential smoothing and non-negative data In: Working Papers.
[Full Text][Citation analysis]		paper5
2025MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns In: International Journal of Operational Research.
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2022STR: Seasonal-Trend Decomposition Using Regression In: INFORMS Joural on Data Science.
[Full Text][Citation analysis]		article1
2002Using R to teach econometrics In: Journal of Applied Econometrics.
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2001Using R to Teach Econometrics..(2001) In: Monash Econometrics and Business Statistics Working Papers.
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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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2005Stochastic models underlying Crostons method for intermittent demand forecasting In: Journal of Forecasting.
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2003Stochastic models underlying Crostons method for intermittent demand forecasting.(2003) In: Monash Econometrics and Business Statistics Working Papers.
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2008Automatic Time Series Forecasting: The forecast Package for R In: Journal of Statistical Software.
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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.
[Citation analysis]		paper3
1999Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbournes Rainfall. In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper4
2000Mixed Model-Based Hazard Estimation. In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper4
2001Prediction Intervals for Exponential Smoothing State Space Models. In: Monash Econometrics and Business Statistics Working Papers.
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2001Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease. In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2002Local Linear Forecasts Using Cubic Smoothing Splines In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper1
2002Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2003Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper6
2003Empirical Information Criteria for Time Series Forecasting Model Selection In: Monash Econometrics and Business Statistics Working Papers.
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2003Invertibility Conditions for Exponential Smoothing Models In: Monash Econometrics and Business Statistics Working Papers.
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2005Forecasting Time-Series with Correlated Seasonality 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 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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2005Forecasting age-specific breast cancer mortality using functional data models In: Monash Econometrics and Business Statistics Working Papers.
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2005Time Series Forecasting: The Case for the Single Source of Error State Space In: Monash Econometrics and Business Statistics Working Papers.
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2006Modelling and forecasting Australian domestic tourism In: Monash Econometrics and Business Statistics Working Papers.
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2006Some Nonlinear Exponential Smoothing Models are Unstable In: Monash Econometrics and Business Statistics Working Papers.
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2006Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity In: Monash Econometrics and Business Statistics Working Papers.
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2007Non-linear exponential smoothing and positive data In: Monash Econometrics and Business Statistics Working Papers.
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2007The vector innovation structural time series framework: a simple approach to multivariate forecasting In: Monash Econometrics and Business Statistics Working Papers.
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2007A state space model for exponential smoothing with group seasonality In: Monash Econometrics and Business Statistics Working Papers.
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2008Density forecasting for long-term peak electricity demand In: Monash Econometrics and Business Statistics Working Papers.
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2008Rainbow plots, Bagplots and Boxplots for Functional Data In: Monash Econometrics and Business Statistics Working Papers.
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2009Forecasting time series with complex seasonal patterns using exponential smoothing In: Monash Econometrics and Business Statistics Working Papers.
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2010Short-term load forecasting based on a semi-parametric additive model In: Monash Econometrics and Business Statistics Working Papers.
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2010A comparison of ten principal component methods for forecasting mortality rates In: Monash Econometrics and Business Statistics Working Papers.
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2010Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach In: Monash Econometrics and Business Statistics Working Papers.
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2012Recursive and direct multi-step forecasting: the best of both worlds In: Monash Econometrics and Business Statistics Working Papers.
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2013Two-dimensional smoothing of mortality rates In: Monash Econometrics and Business Statistics Working Papers.
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2014Efficient Identification of the Pareto Optimal Set In: Monash Econometrics and Business Statistics Working Papers.
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2014Boosting multi-step autoregressive forecasts In: Monash Econometrics and Business Statistics Working Papers.
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2014Low-dimensional decomposition, smoothing and forecasting of sparse functional data In: Monash Econometrics and Business Statistics Working Papers.
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2015A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction In: Monash Econometrics and Business Statistics Working Papers.
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2015Probabilistic time series forecasting with boosted additive models: an application to smart meter data In: Monash Econometrics and Business Statistics Working Papers.
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2015STR: A Seasonal-Trend Decomposition Procedure Based on Regression In: Monash Econometrics and Business Statistics Working Papers.
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2015Forecasting hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers.
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2016Long-term forecasts of age-specific participation rates with functional data models In: Monash Econometrics and Business Statistics Working Papers.
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2016Grouped functional time series forecasting: An application to age-specific mortality rates In: Monash Econometrics and Business Statistics Working Papers.
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2016Bayesian Rank Selection in Multivariate Regression In: Monash Econometrics and Business Statistics Working Papers.
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2017Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers.
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2019Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization.(2019) In: Journal of the American Statistical Association.
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2017Coherent Probabilistic Forecasts for Hierarchical Time Series In: Monash Econometrics and Business Statistics Working Papers.
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2018Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers.
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2018Efficient generation of time series with diverse and controllable characteristics In: Monash Econometrics and Business Statistics Working Papers.
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2018On normalization and algorithm selection for unsupervised outlier detection In: Monash Econometrics and Business Statistics Working Papers.
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2018Anomaly detection in streaming nonstationary temporal data In: Monash Econometrics and Business Statistics Working Papers.
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2018Meta-learning how to forecast time series In: Monash Econometrics and Business Statistics Working Papers.
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2019A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors In: Monash Econometrics and Business Statistics Working Papers.
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2019Calendar-based Graphics for Visualizing Peoples Daily Schedules In: Monash Econometrics and Business Statistics Working Papers.
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2019A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data In: Monash Econometrics and Business Statistics Working Papers.
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2019Optimal Non-negative Forecast Reconciliation In: Monash Econometrics and Business Statistics Working Papers.
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2019Dimension Reduction For Outlier Detection Using DOBIN In: Monash Econometrics and Business Statistics Working Papers.
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2019Hierarchical Forecasting In: Monash Econometrics and Business Statistics Working Papers.
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2019Anomaly Detection in High Dimensional Data In: Monash Econometrics and Business Statistics Working Papers.
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2019Fast Forecast Reconciliation Using Linear Models In: Monash Econometrics and Business Statistics Working Papers.
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2019Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 In: Monash Econometrics and Business Statistics Working Papers.
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2020Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age In: Monash Econometrics and Business Statistics Working Papers.
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2020Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities In: Monash Econometrics and Business Statistics Working Papers.
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2020Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand In: Monash Econometrics and Business Statistics Working Papers.
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2021Non‐linear mixed‐effects models for time series forecasting of smart meter demand.(2021) In: Journal of Forecasting.
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2021The Road to Recovery from COVID-19 for Australian Tourism In: Monash Econometrics and Business Statistics Working Papers.
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2021Leave-one-out Kernel Density Estimates for Outlier Detection In: Monash Econometrics and Business Statistics Working Papers.
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2021Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis In: Monash Econometrics and Business Statistics Working Papers.
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2021Manifold Learning with Approximate Nearest Neighbors In: Monash Econometrics and Business Statistics Working Papers.
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2023Conditional Normalization in Time Series Analysis In: Monash Econometrics and Business Statistics Working Papers.
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2023Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering In: Monash Econometrics and Business Statistics Working Papers.
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2024Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering.(2024) In: Quantitative Finance.
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2023Cross-temporal Probabilistic Forecast Reconciliation In: Monash Econometrics and Business Statistics Working Papers.
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2024Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance In: Monash Econometrics and Business Statistics Working Papers.
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2024Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting In: Monash Econometrics and Business Statistics Working Papers.
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2024Online Conformal Inference for Multi-Step Time Series Forecasting In: Monash Econometrics and Business Statistics Working Papers.
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2006A note on the categorization of demand patterns In: Journal of the Operational Research Society.
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2017A note on upper bounds for forecast-value-added relative to naïve forecasts In: Journal of the Operational Research Society.
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2019Predicting sediment and nutrient concentrations from high-frequency water-quality data In: PLOS ONE.
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2020Early classification of spatio-temporal events using partial information In: PLOS ONE.
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2023Understanding links between water-quality variables and nitrate concentration in freshwater streams using high frequency sensor data In: PLOS ONE.
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2008The admissible parameter space for exponential smoothing models In: Annals of the Institute of Statistical Mathematics.
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2017Dynamic algorithm selection for pareto optimal set approximation In: Journal of Global Optimization.
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2016On Sampling Methods for Costly Multi-Objective Black-Box Optimization In: Springer Optimization and Its Applications.
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2025Comments on: Exploratory functional data analysis In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2021Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data In: Journal of the American Statistical Association.
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2025Forecasting interrupted time series In: Journal of the Operational Research Society.
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2016Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models In: WIFO Working Papers.
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