Rob J Hyndman : Citation Profile


Are you Rob J Hyndman?

Monash University

32

H index

53

i10 index

4133

Citations

RESEARCH PRODUCTION:

81

Articles

116

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 129
   Journals where Rob J Hyndman has often published
   Relations with other researchers
   Recent citing documents: 449.    Total self citations: 120 (2.82 %)

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: 2024-11-04    RAS profile: 2024-06-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Athanasopoulos, George (8)

Panagiotelis, Anastasios (6)

Li, Feng (3)

Eckert, Florian (2)

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

Is cited by:

Shang, Han Lin (112)

Li, Feng (81)

Athanasopoulos, George (59)

Nikolopoulos, Konstantinos (52)

Weron, Rafał (51)

Castle, Jennifer (39)

Hendry, David (37)

Franses, Philip Hans (33)

Thomakos, Dimitrios (31)

Grossi, Luigi (31)

Guidolin, Massimo (29)

Cites to:

Athanasopoulos, George (92)

Snyder, Ralph (84)

Ord, John (52)

Shang, Han Lin (34)

Diebold, Francis (23)

Nikolopoulos, Konstantinos (22)

Lee, Ronald (20)

Franses, Philip Hans (19)

Engle, Robert (17)

Panagiotelis, Anastasios (17)

Timmermann, Allan (14)

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 Research6
Foresight: The International Journal of Applied Forecasting4
PLOS ONE2
Journal of the Operational Research Society2
Journal of the American Statistical Association2
Demographic Research2
Journal of Forecasting2

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

Recent works citing Rob J Hyndman (2024 and 2023)


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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study. (2023). Tsang, Kwok Ping ; Lo, Ming Chien ; Check, Adam J. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00135.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Forecasting daily tourism demand with multiple factors. (2023). Jin, Chun ; Liu, Yang ; Xu, Shilin. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001482.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023T-shape data and probabilistic remaining useful life prediction for Li-ion batteries using multiple non-crossing quantile long short-term memory. (2023). Weng, YU ; Nguyen, Hung D ; Wolter, Franz-Erich ; Xie, Jiahang ; Ly, Sel. In: Applied Energy. RePEc:eee:appene:v:349:y:2023:i:c:s0306261923007195.

Full description at Econpapers || Download paper

2023Interpretable building energy consumption forecasting using spectral clustering algorithm and temporal fusion transformers architecture. (2023). Nakanishi, Yosuke ; Liu, Jiang ; Zhou, Heng ; Zheng, Peijun. In: Applied Energy. RePEc:eee:appene:v:349:y:2023:i:c:s0306261923009716.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Total and thermal load forecasting in residential communities through probabilistic methods and causal machine learning. (2023). Marrocu, Marino ; Massidda, Luca. In: Applied Energy. RePEc:eee:appene:v:351:y:2023:i:c:s0306261923011479.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Time series cross validation: A theoretical result and finite sample performance. (2023). Deng, AI. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523003944.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023CRPS learning. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002724.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
paper80
2011Coherent mortality forecasting: the product-ratio method with functional time series models.(2011) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80
paper
2013Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models.(2013) In: Demography.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80
article
2020Modern Strategies for Time Series Regression In: International Statistical Review.
[Full Text][Citation analysis]
article1
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.
[Full Text][Citation analysis]
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]
article64
2011Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods In: Demographic Research.
[Full Text][Citation analysis]
article44
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.
[Full Text][Citation analysis]
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]
article133
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.
[Citation analysis]
This paper has nother version. Agregated cites: 60
paper
2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article50
2007Robust forecasting of mortality and fertility rates: A functional data approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article188
2005Robust forecasting of mortality and fertility rates: a functional data approach.(2005) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]
article105
2007Optimal combination forecasts for hierarchical time series.(2007) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105
paper
2016Fast computation of reconciled forecasts for hierarchical and grouped time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article41
2014Fast computation of reconciled forecasts for hierarchical and grouped time series.(2014) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
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]
article47
2017Forecasting with temporal hierarchies In: European Journal of Operational Research.
[Full Text][Citation analysis]
article63
2015Forecasting with Temporal Hierarchies.(2015) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63
paper
2015Forecasting with Temporal Hierarchies.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63
paper
2018Exploring the sources of uncertainty: Why does bagging for time series forecasting work? In: European Journal of Operational Research.
[Full Text][Citation analysis]
article34
2021Forecasting Swiss exports using Bayesian forecast reconciliation In: European Journal of Operational Research.
[Full Text][Citation analysis]
article5
2019Forecasting Swiss Exports using Bayesian Forecast Reconciliation.(2019) In: KOF Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2019Forecasting Swiss Exports Using Bayesian Forecast Reconciliation.(2019) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2023Probabilistic forecast reconciliation: Properties, evaluation and score optimisation In: European Journal of Operational Research.
[Full Text][Citation analysis]
article8
2020Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2011The price elasticity of electricity demand in South Australia In: Energy Policy.
[Full Text][Citation analysis]
article89
2010The price elasticity of electricity demand in South Australia.(2010) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
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.
[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]
article242
2000A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods..(2000) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 242
paper
2003Unmasking the Theta method In: International Journal of Forecasting.
[Full Text][Citation analysis]
article38
2001Unmasking the Theta Method..(2001) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2004The interaction between trend and seasonality In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2005Editorial In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2006Twenty-five years of forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]
article4
200625 years of time series forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]
article183
2006Another look at measures of forecast accuracy In: International Journal of Forecasting.
[Full Text][Citation analysis]
article662
2005Another Look at Measures of Forecast Accuracy.(2005) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 662
paper
2008Stochastic population forecasts using functional data models for mortality, fertility and migration In: International Journal of Forecasting.
[Full Text][Citation analysis]
article49
2006Stochastic population forecasts using functional data models for mortality, fertility and migration.(2006) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
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.
[Full Text][Citation analysis]
article0
2009Hierarchical forecasts for Australian domestic tourism In: International Journal of Forecasting.
[Full Text][Citation analysis]
article75
2007Hierarchical forecasts for Australian domestic tourism.(2007) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2010Changing of the guard In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
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]
article93
2011The tourism forecasting competition.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93
article
2009The tourism forecasting competition.(2009) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2011Tourism forecasting: An introduction In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2014A gradient boosting approach to the Kaggle load forecasting competition In: International Journal of Forecasting.
[Full Text][Citation analysis]
article52
2016Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article53
2014Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation.(2014) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53
paper
2016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond In: International Journal of Forecasting.
[Full Text][Citation analysis]
article196
2017Visualising forecasting algorithm performance using time series instance spaces In: International Journal of Forecasting.
[Full Text][Citation analysis]
article21
2016Visualising forecasting Algorithm Performance using Time Series Instance Spaces.(2016) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2018Crude oil price forecasting based on internet concern using an extreme learning machine In: International Journal of Forecasting.
[Full Text][Citation analysis]
article47
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2020Forecasting in social settings: The state of the art In: International Journal of Forecasting.
[Full Text][Citation analysis]
article18
2020A brief history of forecasting competitions In: International Journal of Forecasting.
[Full Text][Citation analysis]
article25
2019A Brief History of Forecasting Competitions.(2019) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2020FFORMA: Feature-based forecast model averaging In: International Journal of Forecasting.
[Full Text][Citation analysis]
article49
2018FFORMA: Feature-based forecast model averaging.(2018) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49
paper
2021Forecast reconciliation: A geometric view with new insights on bias correction In: International Journal of Forecasting.
[Full Text][Citation analysis]
article36
2019Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2019) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2020Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2021Principles and algorithms for forecasting groups of time series: Locality and globality In: International Journal of Forecasting.
[Full Text][Citation analysis]
article25
2020Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2022Forecasting for social good In: International Journal of Forecasting.
[Full Text][Citation analysis]
article1
2020Forecasting for Social Good.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2023Forecasting, causality and feedback In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2023Distributed ARIMA models for ultra-long time series In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
2020Distributed ARIMA Models for Ultra-long Time Series.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2023LoMEF: A framework to produce local explanations for global model time series forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]
article1
2023Forecast combinations: An over 50-year review In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2024Forecast reconciliation: A review In: International Journal of Forecasting.
[Full Text][Citation analysis]
article1
2023Forecast Reconciliation: A Review.(2023) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2024Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
1992On continuous-time threshold autoregression In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2011Nonparametric time series forecasting with dynamic updating In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article15
2009Nonparametric time series forecasting with dynamic updating.(2009) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2003Improved methods for bandwidth selection when estimating ROC curves In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article10
2002An Improved Method for Bandwidth Selection when Estimating ROC Curves.(2002) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2017The Australian Macro Database: An online resource for macroeconomic research in Australia In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2017The Australian Macro Database: An online resource for macroeconomic research in Australia.(2017) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2002Nonparametric estimation and symmetry tests for conditional density functions In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper44
1998Nonparametric Estimation and Symmetry Tests for Conditional Density Functions..(1998) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44
paper
2006Another Look at Forecast Accuracy Metrics for Intermittent Demand In: Foresight: The International Journal of Applied Forecasting.
[Full Text][Citation analysis]
article47
2007Minimum Sample Size requirements for Seasonal Forecasting Models In: Foresight: The International Journal of Applied Forecasting.
[Full Text][Citation analysis]
article24
2010Free Open-Source Forecasting Using R In: Foresight: The International Journal of Applied Forecasting.
[Full Text][Citation analysis]
article0
2014Optimally Reconciling Forecasts in a Hierarchy In: Foresight: The International Journal of Applied Forecasting.
[Full Text][Citation analysis]
article7
In: .
[Full Text][Citation analysis]
article0
2008Exponential smoothing and non-negative data In: Working Papers.
[Full Text][Citation analysis]
paper5
In: .
[Full Text][Citation analysis]
article1
2002Using R to teach econometrics In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article12
2001Using R to Teach Econometrics..(2001) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2005Prediction intervals for exponential smoothing using two new classes of state space models In: Journal of Forecasting.
[Full Text][Citation analysis]
article22
2005Stochastic models underlying Crostons method for intermittent demand forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]
article33
2003Stochastic models underlying Crostons method for intermittent demand forecasting.(2003) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33
paper
2008Automatic Time Series Forecasting: The forecast Package for R In: Journal of Statistical Software.
[Full Text][Citation analysis]
article535
2007Automatic time series forecasting: the forecast package for R..(2007) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 535
paper
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.
[Full Text][Citation analysis]
paper8
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.
[Full Text][Citation analysis]
paper3
2003Invertibility Conditions for Exponential Smoothing Models In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper2
2005Forecasting Time-Series with Correlated Seasonality In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
2005Rating Forecasts for Television Programs In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
200525 Years of IIF Time Series Forecasting: A Selective Review In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper6
200525 Years of IIF Time Series Forecasting: A Selective Review.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2005Forecasting age-specific breast cancer mortality using functional data models In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2005Time Series Forecasting: The Case for the Single Source of Error State Space In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper62
2006Modelling and forecasting Australian domestic tourism In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper8
2006Some Nonlinear Exponential Smoothing Models are Unstable In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2006Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper3
2007Non-linear exponential smoothing and positive data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2007The vector innovation structural time series framework: a simple approach to multivariate forecasting In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper6
2007A state space model for exponential smoothing with group seasonality In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
2008Density forecasting for long-term peak electricity demand In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper20
2008Rainbow plots, Bagplots and Boxplots for Functional Data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper15
2009Forecasting time series with complex seasonal patterns using exponential smoothing In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper13
2010Short-term load forecasting based on a semi-parametric additive model In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper8
2010A comparison of ten principal component methods for forecasting mortality rates In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
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.
[Full Text][Citation analysis]
paper0
2012Recursive and direct multi-step forecasting: the best of both worlds In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper9
2013Two-dimensional smoothing of mortality rates In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2014Efficient Identification of the Pareto Optimal Set In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2014Boosting multi-step autoregressive forecasts In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper5
2014Low-dimensional decomposition, smoothing and forecasting of sparse functional data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
2015A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper7
2015Probabilistic time series forecasting with boosted additive models: an application to smart meter data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2015STR: A Seasonal-Trend Decomposition Procedure Based on Regression In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper7
2015Forecasting hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper2
2016Long-term forecasts of age-specific participation rates with functional data models In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2016Grouped functional time series forecasting: An application to age-specific mortality rates In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper3
2016Bayesian Rank Selection in Multivariate Regression In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2017Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper60
2019Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization.(2019) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60
article
2017Coherent Probabilistic Forecasts for Hierarchical Time Series In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper15
2018Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper11
2018Efficient generation of time series with diverse and controllable characteristics In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
2018On normalization and algorithm selection for unsupervised outlier detection In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
2018Anomaly detection in streaming nonstationary temporal data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper2
2018Meta-learning how to forecast time series In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper14
2019A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
2019Calendar-based Graphics for Visualizing Peoples Daily Schedules In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2019A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper1
2019Optimal Non-negative Forecast Reconciliation In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper2
2019Dimension Reduction For Outlier Detection Using DOBIN In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2019Hierarchical Forecasting In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2019Anomaly Detection in High Dimensional Data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2019Fast Forecast Reconciliation Using Linear Models In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2019Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2020Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2020Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2020Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2021The Road to Recovery from COVID-19 for Australian Tourism In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2021Leave-one-out Kernel Density Estimates for Outlier Detection In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2021Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2021Manifold Learning with Approximate Nearest Neighbors In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2023Conditional Normalization in Time Series Analysis In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2023Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2023Cross-temporal Probabilistic Forecast Reconciliation In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2006A note on the categorization of demand patterns In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article19
2017A note on upper bounds for forecast-value-added relative to naïve forecasts In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article1
2019Predicting sediment and nutrient concentrations from high-frequency water-quality data In: PLOS ONE.
[Full Text][Citation analysis]
article2
2020Early classification of spatio-temporal events using partial information In: PLOS ONE.
[Full Text][Citation analysis]
article0
2008The admissible parameter space for exponential smoothing models In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article18
2017Dynamic algorithm selection for pareto optimal set approximation In: Journal of Global Optimization.
[Full Text][Citation analysis]
article0
2016On Sampling Methods for Costly Multi-Objective Black-Box Optimization In: Springer Optimization and Its Applications.
[Citation analysis]
chapter1
2021Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article15
2016Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models In: WIFO Working Papers.
[Full Text][Citation analysis]
paper3
Nonparametric autocovariance function estimation In: Statistics Working Paper.
[Citation analysis]
paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team