×
Compute Distance To:
Author ID: hyndman.rob-j Recent zbMATH articles by "Hyndman, Rob J."
Published as: Hyndman, Rob J.; Hyndman, R. J.; Hyndman, Rob. J.
External Links: MGP · Wikidata · GND · IdRef · theses.fr
Documents Indexed: 58 Publications since 1991, including 1 Book
1 Further Contribution
Co-Authors: 71 Co-Authors with 56 Joint Publications
875 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 574 times in 452 Documents Cited by Year
Robust forecasting of mortality and fertility rates: a functional data approach. Zbl 1162.62434
Hyndman, Rob J.; Ullah, Md. Shahid
109
2007
Non-Gaussian conditional linear AR(1) models. Zbl 1018.62065
Grunwald, Gary K.; Hyndman, Rob J.; Tedesco, Leanna; Tweedie, Richard L.
59
2000
A Bayesian approach to bandwidth selection for multivariate kernel density estimation. Zbl 1445.62077
Zhang, Xibin; King, Maxwell L.; Hyndman, Rob J.
46
2006
Bandwidth selection for kernel conditional density estimation. Zbl 1038.62034
Bashtannyk, D. M.; Hyndman, R. J.
42
2001
Forecasting with exponential smoothing. The state space approach. Zbl 1211.62165
Hyndman, R. J.; Koehler, Anne B.; Ord, J. Keith; Snyder, Ralph D.
39
2008
Nonparametric estimation and symmetry tests for conditional density functions. Zbl 1013.62040
Hyndman, Rob J.; Yao, Qiwei
39
2002
Forecasting functional time series. Zbl 1293.62267
Hyndman, Rob J.; Shang, Han Lin
27
2009
Optimal combination forecasts for hierarchical time series. Zbl 1464.62095
Hyndman, Rob J.; Ahmed, Roman A.; Athanasopoulos, George; Shang, Han Lin
26
2011
Forecasting time series with complex seasonal patterns using exponential smoothing. Zbl 1234.62123
De Livera, Alysha M.; Hyndman, Rob J.; Snyder, Ralph D.
26
2011
Forecasting time series with multiple seasonal patterns. Zbl 1142.62070
Gould, Phillip G.; Koehler, Anne B.; Ord, J. Keith; Snyder, Ralph D.; Hyndman, Rob J.; Vahid-Araghi, Farshid
18
2008
Improved methods for bandwidth selection when estimating ROC curves. Zbl 1113.62316
Hall, Peter G.; Hyndman, Rob J.
17
2003
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. Zbl 1420.62402
Wickramasuriya, Shanika L.; Athanasopoulos, George; Hyndman, Rob J.
13
2019
A note on the validity of cross-validation for evaluating autoregressive time series prediction. Zbl 1469.62021
Bergmeir, Christoph; Hyndman, Rob J.; Koo, Bonsoo
12
2018
Forecasting with temporal hierarchies. Zbl 1403.62154
Athanasopoulos, George; Hyndman, Rob J.; Kourentzes, Nikolaos; Petropoulos, Fotios
11
2017
Fast computation of reconciled forecasts for hierarchical and grouped time series. Zbl 1468.62086
Hyndman, Rob J.; Lee, Alan J.; Wang, Earo
11
2016
Nonparametric confidence intervals for receiver operating characteristic curves. Zbl 1108.62046
Hall, Peter; Hyndman, Rob J.; Fan, Yanan
8
2004
Nonparametric time series forecasting with dynamic updating. Zbl 1215.62098
Shang, Han Lin; Hyndman, Rob. J.
8
2011
Some properties and generalizations of non-negative Bayesian time series models. Zbl 1090.62556
Grunwald, Gary K.; Hamza, Kais; Hyndman, Rob J.
7
1997
Continuous time threshold autoregressive models. Zbl 0824.62082
Brockwell, Peter J.; Hyndman, Rob J.; Grunwald, Gary K.
6
1991
Exploring the sources of uncertainty: why does bagging for time series forecasting work? Zbl 1403.62169
Petropoulos, Fotios; Hyndman, Rob J.; Bergmeir, Christoph
5
2018
ITSM: An interactive time series modelling package for the PC. Written in collaboration with R. J. Hyndman. Including floppy disks. Zbl 0714.62080
Brockwell, Peter J.; Davis, Richard A.
5
1991
Nonparametric autocovariance function estimation. Zbl 0899.62053
Hyndman, R. J.; Wand, M. P.
5
1997
Ressidual diagnostic plots for checking for model mis-specification in time series regression. Zbl 0992.62081
Fraccaro, Richard; Hyndman, Rob J.; Veevers, Alan
5
2000
Exponential smoothing models: means and variances for lead-time demand. Zbl 1065.90003
Snyder, Ralph D.; Koehler, Anne B.; Hyndman, Rob J.; Ord, J. Keith
4
2004
Yule-Walker estimates for continuous-time autoregressive models. Zbl 0771.62070
Hyndman, Rob J.
4
1993
Half-life estimation based on the bias-corrected bootstrap: a highest density region approach. Zbl 1161.62327
Kim, Jae H.; Silvapulle, Param; Hyndman, Rob J.
3
2007
Anomaly detection in high-dimensional data. Zbl 07499872
Talagala, Priyanga Dilini; Hyndman, Rob J.; Smith-Miles, Kate
3
2021
Anomaly detection in streaming nonstationary temporal data. Zbl 07499268
Talagala, Priyanga Dilini; Hyndman, Rob J.; Smith-Miles, Kate; Kandanaarachchi, Sevvandi; Muñoz, Mario A.
2
2020
On normalization and algorithm selection for unsupervised outlier detection. Zbl 1464.62281
Kandanaarachchi, Sevvandi; Muñoz, Mario A.; Hyndman, Rob J.; Smith-Miles, Kate
2
2020
Hierarchical probabilistic forecasting of electricity demand with smart meter data. Zbl 1457.62286
Taieb, Souhaib Ben; Taylor, James W.; Hyndman, Rob J.
1
2021
Forecasting Swiss exports using Bayesian forecast reconciliation. Zbl 1487.62147
Eckert, Florian; Hyndman, Rob J.; Panagiotelis, Anastasios
1
2021
Improved interval estimation of long run response from a dynamic linear model: a highest density region approach. Zbl 1464.62102
Kim, Jae H.; Fraser, Iain; Hyndman, Rob J.
1
2011
Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”. Zbl 1309.62153
Hyndman, Rob J.
1
2015
Local linear forecasts using cubic smoothing splines. Zbl 1108.62096
Hyndman, Rob J.; King, Maxwell L.; Pitrun, Ivet; Billah, Baki
1
2005
On sampling methods for costly multi-objective black-box optimization. Zbl 1355.90095
Steponavičė, Ingrida; Shirazi-Manesh, Mojdeh; Hyndman, Rob J.; Smith-Miles, Kate; Villanova, Laura
1
2016
The admissible parameter space for exponential smoothing models. Zbl 1332.62358
Hyndman, Rob J.; Akram, Muhammad; Archibald, Blyth C.
1
2008
Empirical information criteria for time series forecasting model selection. Zbl 1076.62092
Billah, Baki; Hyndman, Rob J.; Koehler, Anne B.
1
2005
Gratis: generating time series with diverse and controllable characteristics. Zbl 07260685
Kang, Yanfei; Hyndman, Rob J.; Li, Feng
1
2020
A new tidy data structure to support exploration and modeling of temporal data. Zbl 07499289
Wang, Earo; Cook, Dianne; Hyndman, Rob J.
1
2020
Calendar-based graphics for visualizing people’s daily schedules. Zbl 07499291
Wang, Earo; Cook, Dianne; Hyndman, Rob J.
1
2020
Smoothing non-Gaussian time series with autoregressive structure. Zbl 1042.62601
Grunwald, Gary K.; Hyndman, Rob J.
1
1998
Anomaly detection in high-dimensional data. Zbl 07499872
Talagala, Priyanga Dilini; Hyndman, Rob J.; Smith-Miles, Kate
3
2021
Hierarchical probabilistic forecasting of electricity demand with smart meter data. Zbl 1457.62286
Taieb, Souhaib Ben; Taylor, James W.; Hyndman, Rob J.
1
2021
Forecasting Swiss exports using Bayesian forecast reconciliation. Zbl 1487.62147
Eckert, Florian; Hyndman, Rob J.; Panagiotelis, Anastasios
1
2021
Anomaly detection in streaming nonstationary temporal data. Zbl 07499268
Talagala, Priyanga Dilini; Hyndman, Rob J.; Smith-Miles, Kate; Kandanaarachchi, Sevvandi; Muñoz, Mario A.
2
2020
On normalization and algorithm selection for unsupervised outlier detection. Zbl 1464.62281
Kandanaarachchi, Sevvandi; Muñoz, Mario A.; Hyndman, Rob J.; Smith-Miles, Kate
2
2020
Gratis: generating time series with diverse and controllable characteristics. Zbl 07260685
Kang, Yanfei; Hyndman, Rob J.; Li, Feng
1
2020
A new tidy data structure to support exploration and modeling of temporal data. Zbl 07499289
Wang, Earo; Cook, Dianne; Hyndman, Rob J.
1
2020
Calendar-based graphics for visualizing people’s daily schedules. Zbl 07499291
Wang, Earo; Cook, Dianne; Hyndman, Rob J.
1
2020
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. Zbl 1420.62402
Wickramasuriya, Shanika L.; Athanasopoulos, George; Hyndman, Rob J.
13
2019
A note on the validity of cross-validation for evaluating autoregressive time series prediction. Zbl 1469.62021
Bergmeir, Christoph; Hyndman, Rob J.; Koo, Bonsoo
12
2018
Exploring the sources of uncertainty: why does bagging for time series forecasting work? Zbl 1403.62169
Petropoulos, Fotios; Hyndman, Rob J.; Bergmeir, Christoph
5
2018
Forecasting with temporal hierarchies. Zbl 1403.62154
Athanasopoulos, George; Hyndman, Rob J.; Kourentzes, Nikolaos; Petropoulos, Fotios
11
2017
Fast computation of reconciled forecasts for hierarchical and grouped time series. Zbl 1468.62086
Hyndman, Rob J.; Lee, Alan J.; Wang, Earo
11
2016
On sampling methods for costly multi-objective black-box optimization. Zbl 1355.90095
Steponavičė, Ingrida; Shirazi-Manesh, Mojdeh; Hyndman, Rob J.; Smith-Miles, Kate; Villanova, Laura
1
2016
Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”. Zbl 1309.62153
Hyndman, Rob J.
1
2015
Optimal combination forecasts for hierarchical time series. Zbl 1464.62095
Hyndman, Rob J.; Ahmed, Roman A.; Athanasopoulos, George; Shang, Han Lin
26
2011
Forecasting time series with complex seasonal patterns using exponential smoothing. Zbl 1234.62123
De Livera, Alysha M.; Hyndman, Rob J.; Snyder, Ralph D.
26
2011
Nonparametric time series forecasting with dynamic updating. Zbl 1215.62098
Shang, Han Lin; Hyndman, Rob. J.
8
2011
Improved interval estimation of long run response from a dynamic linear model: a highest density region approach. Zbl 1464.62102
Kim, Jae H.; Fraser, Iain; Hyndman, Rob J.
1
2011
Forecasting functional time series. Zbl 1293.62267
Hyndman, Rob J.; Shang, Han Lin
27
2009
Forecasting with exponential smoothing. The state space approach. Zbl 1211.62165
Hyndman, R. J.; Koehler, Anne B.; Ord, J. Keith; Snyder, Ralph D.
39
2008
Forecasting time series with multiple seasonal patterns. Zbl 1142.62070
Gould, Phillip G.; Koehler, Anne B.; Ord, J. Keith; Snyder, Ralph D.; Hyndman, Rob J.; Vahid-Araghi, Farshid
18
2008
The admissible parameter space for exponential smoothing models. Zbl 1332.62358
Hyndman, Rob J.; Akram, Muhammad; Archibald, Blyth C.
1
2008
Robust forecasting of mortality and fertility rates: a functional data approach. Zbl 1162.62434
Hyndman, Rob J.; Ullah, Md. Shahid
109
2007
Half-life estimation based on the bias-corrected bootstrap: a highest density region approach. Zbl 1161.62327
Kim, Jae H.; Silvapulle, Param; Hyndman, Rob J.
3
2007
A Bayesian approach to bandwidth selection for multivariate kernel density estimation. Zbl 1445.62077
Zhang, Xibin; King, Maxwell L.; Hyndman, Rob J.
46
2006
Local linear forecasts using cubic smoothing splines. Zbl 1108.62096
Hyndman, Rob J.; King, Maxwell L.; Pitrun, Ivet; Billah, Baki
1
2005
Empirical information criteria for time series forecasting model selection. Zbl 1076.62092
Billah, Baki; Hyndman, Rob J.; Koehler, Anne B.
1
2005
Nonparametric confidence intervals for receiver operating characteristic curves. Zbl 1108.62046
Hall, Peter; Hyndman, Rob J.; Fan, Yanan
8
2004
Exponential smoothing models: means and variances for lead-time demand. Zbl 1065.90003
Snyder, Ralph D.; Koehler, Anne B.; Hyndman, Rob J.; Ord, J. Keith
4
2004
Improved methods for bandwidth selection when estimating ROC curves. Zbl 1113.62316
Hall, Peter G.; Hyndman, Rob J.
17
2003
Nonparametric estimation and symmetry tests for conditional density functions. Zbl 1013.62040
Hyndman, Rob J.; Yao, Qiwei
39
2002
Bandwidth selection for kernel conditional density estimation. Zbl 1038.62034
Bashtannyk, D. M.; Hyndman, R. J.
42
2001
Non-Gaussian conditional linear AR(1) models. Zbl 1018.62065
Grunwald, Gary K.; Hyndman, Rob J.; Tedesco, Leanna; Tweedie, Richard L.
59
2000
Ressidual diagnostic plots for checking for model mis-specification in time series regression. Zbl 0992.62081
Fraccaro, Richard; Hyndman, Rob J.; Veevers, Alan
5
2000
Smoothing non-Gaussian time series with autoregressive structure. Zbl 1042.62601
Grunwald, Gary K.; Hyndman, Rob J.
1
1998
Some properties and generalizations of non-negative Bayesian time series models. Zbl 1090.62556
Grunwald, Gary K.; Hamza, Kais; Hyndman, Rob J.
7
1997
Nonparametric autocovariance function estimation. Zbl 0899.62053
Hyndman, R. J.; Wand, M. P.
5
1997
Yule-Walker estimates for continuous-time autoregressive models. Zbl 0771.62070
Hyndman, Rob J.
4
1993
Continuous time threshold autoregressive models. Zbl 0824.62082
Brockwell, Peter J.; Hyndman, Rob J.; Grunwald, Gary K.
6
1991
ITSM: An interactive time series modelling package for the PC. Written in collaboration with R. J. Hyndman. Including floppy disks. Zbl 0714.62080
Brockwell, Peter J.; Davis, Richard A.
5
1991
all top 5

Cited by 842 Authors

25 Shang, Han Lin
22 Hyndman, Rob J.
13 Weiß, Christian H.
12 Adjabi, Smail
12 Zougab, Nabil
9 Kokonendji, Célestin Clotaire
8 Haberman, Steven
7 Basawa, Ishwar V.
7 Jung, Robert C.
6 Denuit, Michel M.
6 Tremayne, Andrew R.
5 Liang, Hanying
5 Möller, Tobias A.
5 Wu, Hau-Tieng
5 Zhang, Xibin
4 Boente, Graciela
4 D’Amato, Valeria
4 Hwang, Sun Young
4 Li, Han
4 Taylor, James W.
4 Yao, Qiwei
3 Athanasopoulos, George
3 Baddeley, Adrian John
3 Bali, Juan Lucas
3 Belaid, Nawal
3 Beyaztas, Ufuk
3 Blake, David
3 Christiansen, Marcus Christian
3 Davies, Tilman M.
3 Djehiche, Boualem
3 Genton, Marc G.
3 Hatzopoulos, Peter
3 Kim, Heeyoung
3 Kourentzes, Nikolaos
3 Löfdahl, Björn
3 Madani, Fethi
3 Peng, Liang
3 Petropoulos, Fotios
3 Piscopo, Gabriella
3 Russolillo, Maria
3 Shi, Yanlin
3 Snyder, Ralph D.
3 Vieu, Philippe
3 Wang, Dehui
3 Yang, Yanrong
2 Amin, Ayman A.
2 Bayer, Fábio Mariano
2 Bergeron-Boucher, Marie-Pier
2 Bergmeir, Christoph
2 Bernardi, Mauro
2 Billor, Nedret
2 Bouezmarni, Taoufik
2 Brockwell, Peter J.
2 Cao, Ricardo
2 Capar, Sedat
2 Carrizosa, Emilio
2 Cerqueira, Vitor
2 Chagny, Gaëlle
2 Chan, Kung-Sik
2 Chang, Yuan-chin Ivan
2 Chen, Qian
2 Chen, Tao
2 Cheng, Tingting
2 Cintra, Renato J.
2 Djerroud, Lamia
2 Dumitrescu, Monica E. Bad
2 Eckley, Idris A.
2 Epifanio, Irene
2 Fan, Jianqing
2 Fokianos, Konstantinos
2 Fontana, Matteo
2 Gao, Jiti
2 Gencay, Ramazan
2 Ghosal, Subhashis
2 González-Manteiga, Wenceslao
2 Gouveia, Sónia
2 Grunwald, Gary K.
2 Hall, Peter Gavin
2 Hassani, Hossein
2 Hörmann, Siegfried
2 Huang, Jianhua Z.
2 Huang, Xianzheng
2 Hunt, Andrew
2 Jacho-Chávez, David Tomás
2 Jeon, Jooyoung
2 Jiang, Ping
2 Jokiel-Rokita, Alicja
2 Kalantari, Mahdi
2 Kandanaarachchi, Sevvandi
2 Karlis, Dimitris
2 Khardani, Salah
2 King, Maxwell Leslie
2 Lacour, Claire
2 Laksaci, Ali
2 Lazăr, Dorina
2 Li, Cong
2 Liu, Shuangzhe
2 Lopez, Olivier
2 Lu, Yang
2 Ludkovski, Michael
...and 742 more Authors
all top 5

Cited in 118 Serials

40 Computational Statistics and Data Analysis
28 European Journal of Operational Research
27 Insurance Mathematics & Economics
16 Journal of Multivariate Analysis
15 Communications in Statistics. Theory and Methods
11 Journal of Statistical Computation and Simulation
11 Statistics and Computing
10 Statistics & Probability Letters
10 Journal of Applied Statistics
10 ASTIN Bulletin
10 Journal of the Korean Statistical Society
8 The Annals of Statistics
8 Journal of Econometrics
8 Journal of Statistical Planning and Inference
8 Journal of Time Series Analysis
8 Communications in Statistics. Simulation and Computation
7 Computational Statistics
7 Applied Mathematical Modelling
7 North American Actuarial Journal
7 Electronic Journal of Statistics
6 Journal of the American Statistical Association
6 Econometric Reviews
6 Machine Learning
6 Statistical Papers
6 Scandinavian Actuarial Journal
6 Statistical Modelling
6 The Annals of Applied Statistics
5 Annals of the Institute of Statistical Mathematics
5 Test
5 Journal of Nonparametric Statistics
5 AStA. Advances in Statistical Analysis
5 Journal of Computational and Graphical Statistics
4 Metrika
4 Economics Letters
4 Methodology and Computing in Applied Probability
4 European Actuarial Journal
3 Physica A
3 Bernoulli
3 Journal of Statistical Theory and Practice
3 Bayesian Analysis
2 Psychometrika
2 Scandinavian Journal of Statistics
2 Chaos, Solitons and Fractals
2 Information Sciences
2 Mathematics and Computers in Simulation
2 Revista Colombiana de Estadística
2 Computers & Operations Research
2 International Journal of Approximate Reasoning
2 Annals of Operations Research
2 International Journal of Computer Mathematics
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Applied and Computational Harmonic Analysis
2 Journal of Mathematical Sciences (New York)
2 Econometric Theory
2 Applied Stochastic Models in Business and Industry
2 Brazilian Journal of Probability and Statistics
2 Journal of Systems Science and Complexity
2 Hacettepe Journal of Mathematics and Statistics
2 Algorithms
2 Journal of Time Series Econometrics
1 The Canadian Journal of Statistics
1 Mathematical Methods in the Applied Sciences
1 Biometrical Journal
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Kybernetika
1 Metron
1 Opsearch
1 Statistica
1 Acta Mathematicae Applicatae Sinica. English Series
1 Statistics
1 Statistical Science
1 Journal of Computer Science and Technology
1 Computational Mechanics
1 Journal of Economic Dynamics & Control
1 Journal of Applied Mathematics and Stochastic Analysis
1 Signal Processing
1 The Annals of Applied Probability
1 Journal of Global Optimization
1 Economic Quality Control
1 Pattern Recognition
1 Computational Optimization and Applications
1 Applied Mathematics. Series B (English Edition)
1 Mathematical Methods of Statistics
1 Computational and Applied Mathematics
1 Filomat
1 Top
1 Monte Carlo Methods and Applications
1 Applied Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Australian & New Zealand Journal of Statistics
1 Far East Journal of Theoretical Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Extremes
1 International Journal of Applied Mathematics and Computer Science
1 CEJOR. Central European Journal of Operations Research
1 RAIRO. Operations Research
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
1 Quantitative Finance
1 Entropy
...and 18 more Serials

Citations by Year

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.