RH

# Rob Hyndman

Professor of Statistics (Statistics not elsewhere classified)

Clayton, Victoria, Australia

## Publications

- Forecasting electricity demand in Australian National Electricity Market
- Coherent probabilistic forecasts for hierarchical time series
- Boosting multi-step autoregressive forecasts
- Forecasts of COPD mortality in Australia: 2006-2025
- Forecasting time series with complex seasonal patterns using exponential smoothing
- Visualizing Big Energy Data: Solutions for This Crucial Component of Data Analysis
- STR: Seasonal-Trend Decomposition Using Regression
- Optimal non-negative forecast reconciliation
- On normalization and algorithm selection for unsupervised outlier detection
- Fast computation of reconciled forecasts for hierarchical and grouped time series
- A Feature‐Based Procedure for Detecting Technical Outliers in Water‐Quality Data From In Situ Sensors
- Change to the IJF editors
- Corrigendum to: "Hierarchical forecasts for Australian domestic tourism" [International journal of forecasting 25 (2009) 146-166]
- Do human rhinovirus infections and food allergy modify grass pollen-induced asthma hospital admissions in children?
- Statistical issues with using herbarium data for the estimation of invasion lag-phases
- New IJF editors
- On sampling methods for costly multi-objective black-box optimization
- Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
- Large-Scale Unusual Time Series Detection
- Handgun acquisitions in California after two Mass shootings
- Forecasting uncertainty in electricity smart meter data by boosting additive quantile regression
- Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”
- Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization
- Grouped Functional Time Series Forecasting: An Application to Age-Specific Mortality Rates
- A gradient boosting approach to the Kaggle load forecasting competition
- Bivariate smoothing of mortality surfaces with cohort and period ridges
- Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models
- Crude oil price forecasting based on internet concern using an extreme learning machine
- Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond
- Associations between outdoor fungal spores and childhood and adolescent asthma hospitalizations
- A note on upper bounds for forecast-value-Added relative to naïve forecasts
- Exploring the influence of short-term temperature patterns on temperature-related mortality: a case-study of Melbourne, Australia
- Efficient identification of the Pareto optimal set
- Dynamic algorithm selection for pareto optimal set approximation
- A note on the validity of cross-validation for evaluating autoregressive time series prediction
- Exploring the sources of uncertainty: Why does bagging for time series forecasting work?
- Forecasting with temporal hierarchies
- Visualising forecasting algorithm performance using time series instance spaces
- Short-term load forecasting based on a semi-parametric additive model
- A robust approach for phenological change detection within satellite image time series
- Modern Strategies for Time Series Regression
- Anomaly Detection in High-Dimensional Data
- Forecasting the old‐age dependency ratio to determine a sustainable pension age
- Hierarchical forecast reconciliation with machine learning
- Fast Forecast Reconciliation Using Linear Models
- Visualizing Probability Distributions Across Bivariate Cyclic Temporal Granularities
- Seasonal functional autoregressive models
- Dimension Reduction for Outlier Detection Using DOBIN
- Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters
- Leave-One-Out Kernel Density Estimates for Outlier Detection
- Lee-Carter mortality forecasting: A multi-country comparison of variants and extensions
- Giving a useR! Talk
- A change of editors
- Exponential smoothing and non-negative data
- Encouraging replication and reproducible research
- Changing of the guard
- Hierarchical forecasts for Australian domestic tourism
- The price elasticity of electricity demand in South Australia
- Stochastic population forecasts using functional data models for mortality, fertility and migration
- The admissible parameter space for exponential smoothing models
- Modelling and forecasting Australian domestic tourism
- The tourism forecasting competition
- Half-life estimation based on the bias-corrected bootstrap: A highest density region approach
- Monitoring processes with changing variances
- Improved interval estimation of long run response from a dynamic linear model: A highest density region approach
- Measurement of changes in antihypertensive drug utilisation following primary care educational interventions
- A note on the categorization of demand patterns
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation
- A multivariate innovations state space Beveridge-Nelson decomposition
- 25 years of time series forecasting
- Density forecasting for long-term peak electricity demand
- Detecting trend and seasonal changes in satellite image time series
- Forecasting age-related changes in breast cancer mortality among white and black US women: A functional data approach
- Forecasting age-specific breast cancer mortality using functional data models
- Forecasting functional time series
- Nonparametric time series forecasting with dynamic updating
- Investigating the influence of synoptic-scale meteorology on air quality using self-organizing maps and generalized additive modelling
- Method for optimizing coating properties based on an evolutionary algorithm approach
- Optimal combination forecasts for hierarchical time series
- Phenological change detection while accounting for abrupt and gradual trends in satellite image time series
- Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods
- Rainbow plots, bagplots, and boxplots for functional data
- Quantifying the influence of local meteorology on air quality using generalized additive models
- Rejoinder: Forecasting functional time series
- Rule induction for forecasting method selection: Meta-learning the characteristics of univariate time series
- The value of feedback in forecasting competitions
- Using functional data analysis models to estimate future time trends in age-specific breast cancer mortality for the United States and England-Wales
- Nonparametric time series forecasting with dynamic updating
- Automatic time series forecasting: The forecast package for R
- Another look at measures of forecast accuracy
- Characteristic-based clustering for time series data
- Forecasting time series with multiple seasonal patterns
- Do levels of airborne grass pollen influence asthma hospital admissions?
- Generation of synthetic sequences of half-hourly temperature
- Tourism forecasting: An introduction
- The vector innovations structural time series framework: A simple approach to multivariate forecasting
- Robust forecasting of mortality and fertility rates: A functional data approach
- Forecast short-term electricity demand using semi-parametric additive model
- Functionalization of microarray devices: Process optimization using a multiobjective PSO and multiresponse MARS modeling
- Short-term load forecasting using semi-parametric additive models
- On continuous-time threshold autoregression
- Non-Gaussian conditional linear AR(1) models
- Approximations and Boundary Conditions for Continuous-Time Threshold Autoregressive Processes
- Computing and Graphing Highest Density Regions
- Computing and Graphing Highest Density Regions
- Smoothing non-Gaussian time series with autoregressive structure
- Sample Quantiles in Statistical Packages
- 25 Years of IIF Time Series Forecasting: A Selective Review
- Cycles and synchrony in the Collared Lemming ( Dicrostonyx groenlandicus ) in Arctic North America
- The interaction between trend and seasonality
- Using R to teach econometrics
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- Sample Quantiles in Statistical Packages
- Twenty-five years of forecasting
- Exponential smoothing models: Means and variances for lead-time demand
- Measuring change in prescription drug utilization in Australia
- Nonparametric confidence intervals for receiver operating characteristic curves
- Empirical information criteria for time series forecasting model selection
- Editorial
- Prediction intervals for exponential smoothing using two new classes of state space models
- Improved methods for bandwidth selection when estimating ROC curves
- Mixed model-based hazard estimation
- Normative data for the Rosner Test of Visual Analysis Skills on an Australian population
- Unmasking the Theta method
- Stochastic models underlying Croston's method for intermittent demand forecasting
- A state space framework for automatic forecasting using exponential smoothing methods
- Highest‐density forecast regions for nonlinear and non‐normal time series models
- Mixed model-based hazard estimation
- YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS
- Data visualisation for time series in environmental epidemiology.
- Sample Quantiles in Statistical Packages
- Generalized additive modelling of mixed distribution Markov models with application to Melbourne's rainfall
- Local linear forecasts using cubic smoothing splines
- Residual diagnostic plots for checking for model mis-specification in time series regression
- Some properties and generalizations of non-negative bayesian time series models
- Sensitivity of the estimated air pollution-respiratory admissions relationship to statistical model choice
- Bandwidth selection for kernel conditional density estimation
- Dimension reduction for clustering time series using global characteristics
- Estimating and Visualizing Conditional Densities
- Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation
- Forecasting COVID-19 activity in Australia to support pandemic response: May to October 2020
- Probabilistic forecast reconciliation: Properties, evaluation and score optimisation
- Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues
- Forecast reconciliation: A review