Rob J Hyndman : Citation Profile

Monash University

31

H index

55

i10 index

4286

Citations

RESEARCH PRODUCTION:

87

Articles

120

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   33 years (1992 - 2025). See details.
   Cites by year: 129
   Journals where Rob J Hyndman has often published
   Relations with other researchers
   Recent citing documents: 328.    Total self citations: 122 (2.77 %)

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: 2025-04-12    RAS profile: 2025-04-06    
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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 (114)

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 (31)

Guidolin, Massimo (29)

Cites to:

Athanasopoulos, George (100)

Snyder, Ralph (81)

Ord, John (50)

Shang, Han Lin (35)

Diebold, Francis (24)

Nikolopoulos, Konstantinos (22)

Franses, Philip Hans (20)

Lee, Ronald (18)

Panagiotelis, Anastasios (18)

Engle, Robert (16)

Timmermann, Allan (15)

Main data

Production by document typepaperchapterarticle199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202501020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250250500750Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202505001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 31Most cited documents1234567891011121314151617181920212223242526272829303132330250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402040h-index Highcharts.comExport to raster or vector imagePrint the chart

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 Forecasting4
Journal of Time Series Analysis2
Journal of Forecasting2
Demographic Research2
Journal of the American Statistical Association2
Journal of the Operational Research Society2
PLOS ONE2

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)

Year  ↓Title of citing document  ↓
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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2024To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

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2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2025Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. 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. (2022). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939.

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2024Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024Reservoir 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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2024Not 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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2024Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568.

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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). Tomi, Nemanja ; Markovi, Slobodan ; Anti, Aleksandar ; Mili, Srdjan ; Baji, Buda. In: Papers. RePEc:arx:papers:2404.04974.

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

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

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

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; 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). Hoshino, Tadao ; Ando, Tomohiro. 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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2024.

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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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2024.

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2025Using LSTM Neural Networks for Nowcasting and Forecasting GVA of Industrial Sectors. (2025). 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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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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2024.

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2025.

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

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

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2024Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy. (2024). Li, Mingchen ; Cheng, Zishu ; Yang, Kun ; Wei, Yunjie ; Wang, Shouyang. 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). Jeon, Joo Young ; Alvarenga, Estevo ; Park, Jungyeon ; Ahn, Kwangwon ; Kim, Hokyun ; Petropoulos, Fotios ; 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 ; Grandon, Gonzalez T ; Breuing, J. 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). Wang, Kang ; Xing, Qianyi ; Yang, YI ; Huang, Xiaojia ; 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). Karve, Pranav ; Nath, Paromita ; Stover, Oliver ; Baroud, Hiba ; Mahadevan, Sankaran. 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). Capozzoli, Alfonso ; Giudice, Rocco ; Piscitelli, Marco Savino. 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). Kazmi, Hussain ; Miller, Clayton ; Khalil, Mohamad ; Balint, Attila ; Fu, Chun ; 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). von Bremen, Lueder ; Zech, Matthias. 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). Tjernberg, Lina Bertling ; Yan, Yamin ; Liu, Yongqian ; Chen, Fuhao. In: Applied Energy. RePEc:eee:appene:v:362:y:2024:i:c:s0306261924002216.

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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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2024?-generalised Gutenberg–Richter law and the self-similarity of earthquakes. (2021). Luiz, Sergio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310134.

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2024Based on hypernetworks and multifractals: Deep distribution feature fusion for multidimensional nonstationary time series prediction. (2024). Shen, Chaowen ; 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). Martinez-Miranda, M D ; Gonzalez-Manteiga, W ; Borrajo, M I. 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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2024The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Linking error measures to model questions. (2024). Hengeveld, Geerten M ; Tobi, Hilde ; Jacobs, Bas. In: Ecological Modelling. RePEc:eee:ecomod:v:487:y:2024:i:c:s0304380023002922.

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2024Economic trade-offs of harvesting the ocean twilight zone: An ecosystem services approach. (2024). Bald, Carlos ; Andonegi, Eider ; Corrales, Xavier ; Prellezo, Ral ; Tasdemir, Deniz ; Murillas-Maza, Arantza ; Martin, Adrian ; Irigoien, Xabier ; Iarra, Bruno ; Fernandes-Salvador, Jose A. In: Ecosystem Services. RePEc:eee:ecoser:v:67:y:2024:i:c:s2212041624000391.

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2024On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121.

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2024Simplifying tree-based methods for retail sales forecasting with explanatory variables. (2024). Udenio, Maximiliano ; Boute, Robert N ; Wellens, Arnoud P. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:523-539.

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2024When is the next order? Nowcasting channel inventories with Point-of-Sales data to predict the timing of retail orders. (2024). Hoberg, Kai ; Schlaich, Tim. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:35-49.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2024Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). Sowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian ; Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272.

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Why do firms with no leverage still have leverage and volatility feedback effects?. (2024). Smith, Geoffrey Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000513.

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2024Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2024Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Goodell, John W ; Billah, Mabruk ; Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

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2024Short-term wind speed forecasting based on adaptive secondary decomposition and robust temporal convolutional network. (2024). Wang, Hui ; Zhang, YI ; Yang, DI ; Cheng, Runkun ; Liu, DA. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030128.

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2024Multi-sensor multi-mode fault diagnosis for lithium-ion battery packs with time series and discriminative features. (2024). Lyu, Chao ; Yang, Dazhi ; Shen, Dongxu ; Wang, Lixin ; Du, Limei ; Sun, Qingmin ; Hinds, Gareth ; Ma, Jingyan. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035454.

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2024A discrete time-varying grey Fourier model with fractional order terms for electricity consumption forecast. (2024). Gao, Meina ; Li, Sihan ; Liu, Xiaomei. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224008375.

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2024The volatility of global energy uncertainty: Renewable alternatives. (2024). Ongan, Serdar ; Kuziboev, Bekhzod ; Iik, Cem ; Rajabov, Alibek ; Mirkhoshimova, Mokhirakhon ; Saidmamatov, Olimjon. In: Energy. RePEc:eee:energy:v:297:y:2024:i:c:s0360544224010235.

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2024Prediction of energy consumption for manufacturing small and medium-sized enterprises (SMEs) considering industry characteristics. (2024). Min, Daiki ; Oh, Jiyoung. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s036054422401394x.

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2024Hybrid model based on similar power extraction and improved temporal convolutional network for probabilistic wind power forecasting. (2024). Chen, Yuejiang ; Li, Yuanzheng ; Wang, Yan-Wu ; Xiao, Jiang-Wen. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224017390.

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2024Energy and reserve procurement in integrated electricity and heating system: A high-dimensional covariance matrix approach based on stochastic differential equations. (2024). Zhang, Zhiquan ; Li, Zhenkun ; Xue, Yixun ; Fu, Yang ; Guo, Qinglai ; Deng, Lirong. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224018164.

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2024A reconstruction-based secondary decomposition-ensemble framework for wind power forecasting. (2024). Zhang, Guowei ; Liu, DA ; Yang, DI ; Cheng, Runkun. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224026690.

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2024A novel approach to Predict WTI crude spot oil price: LSTM-based feature extraction with Xgboost Regressor. (2024). Tarla, Esma Gultekin ; Gur, Yunus Emre ; Bulut, Emre ; Simsek, Ahmed Ihsan. In: Energy. RePEc:eee:energy:v:309:y:2024:i:c:s0360544224028779.

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2024A profit driven optimal scheduling of virtual power plants for peak load demand in competitive electricity markets with machine learning based forecasted generations. (2024). Tiwari, Prashant Kumar ; Srivastava, Mahima. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224028524.

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2024Very short-term wind power forecasting considering static data: An improved transformer model. (2024). Srinivasan, Dipti ; Chung, C Y ; Zhang, Wenjie ; Sun, Yonghui ; Wang, Sen. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224033553.

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2024Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Umar, Muhammad ; Naqvi, Bushra ; Abbas, Syed Kumail. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704.

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2024Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment. (2024). Lu, Zheng ; Lan, Xinchen ; Liang, Yanzi ; Liu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324003970.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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Rob J Hyndman is editor of

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Monash Econometrics and Business Statistics Working Papers

Works by Rob J Hyndman:

Year  ↓Title  ↓Type  ↓Cited  ↓
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: 84		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.
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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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2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions In: Demographic Research.
[Full Text][Citation analysis]		article70
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: 70		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.
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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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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]		article140
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]		article60
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.
[Full Text][Citation analysis]		article51
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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This paper has nother version. Agregated cites: 196		paper
2007Half-life estimation based on the bias-corrected bootstrap: A highest density region approach In: Computational Statistics & Data Analysis.
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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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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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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]		article112
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: 112		paper
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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2008Forecasting time series with multiple seasonal patterns 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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2018Exploring the sources of uncertainty: Why does bagging for time series forecasting work? In: European Journal of Operational Research.
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2021Forecasting Swiss exports using Bayesian forecast reconciliation In: European Journal of Operational Research.
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2019Forecasting Swiss Exports using Bayesian Forecast Reconciliation.(2019) In: KOF Working papers.
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2019Forecasting Swiss Exports Using Bayesian Forecast Reconciliation.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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2023Probabilistic forecast reconciliation: Properties, evaluation and score optimisation In: European Journal of Operational Research.
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2020Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 13		paper
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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2011The price elasticity of electricity demand in South Australia In: Energy Policy.
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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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This paper has nother version. Agregated cites: 89		paper
2021Assessing mortality inequality in the U.S.: What can be said about the future? In: Insurance: Mathematics and Economics.
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2002A state space framework for automatic forecasting using exponential smoothing methods In: International Journal of Forecasting.
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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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2003Unmasking the Theta method In: International Journal of Forecasting.
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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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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.
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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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This paper has nother version. Agregated cites: 692		paper
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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This paper has nother version. Agregated cites: 54		paper
2008Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting In: International Journal of Forecasting.
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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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This paper has nother version. Agregated cites: 98		paper
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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This paper has nother version. Agregated cites: 9		paper
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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This paper has nother version. Agregated cites: 22		paper
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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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.
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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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2008Exponential smoothing and non-negative data In: Working Papers.
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2025MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns In: International Journal of Operational Research.
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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.
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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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2001Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease. In: Monash Econometrics and Business Statistics Working Papers.
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2002Local Linear Forecasts Using Cubic Smoothing Splines In: Monash Econometrics and Business Statistics Working Papers.
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2002Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand In: Monash Econometrics and Business Statistics Working Papers.
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2003Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves In: Monash Econometrics and Business Statistics Working Papers.
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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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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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2021Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data In: Journal of the American Statistical Association.
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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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