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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 · Twitter · 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
896 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

43 Publications have been cited 599 times in 467 Documents Cited by Year
Robust forecasting of mortality and fertility rates: a functional data approach. Zbl 1162.62434
Hyndman, Rob J.; Ullah, Md. Shahid
115
2007
Non-Gaussian conditional linear AR(1) models. Zbl 1018.62065
Grunwald, Gary K.; Hyndman, Rob J.; Tedesco, Leanna; Tweedie, Richard L.
62
2000
A Bayesian approach to bandwidth selection for multivariate kernel density estimation. Zbl 1445.62077
Zhang, Xibin; King, Maxwell L.; Hyndman, Rob J.
49
2006
Bandwidth selection for kernel conditional density estimation. Zbl 1038.62034
Bashtannyk, D. M.; Hyndman, R. J.
43
2001
Forecasting with exponential smoothing. The state space approach. Zbl 1211.62165
Hyndman, R. J.; Koehler, Anne B.; Ord, J. Keith; Snyder, Ralph D.
41
2008
Nonparametric estimation and symmetry tests for conditional density functions. Zbl 1013.62040
Hyndman, Rob J.; Yao, Qiwei
39
2002
Forecasting time series with complex seasonal patterns using exponential smoothing. Zbl 1234.62123
De Livera, Alysha M.; Hyndman, Rob J.; Snyder, Ralph D.
29
2011
Forecasting functional time series. Zbl 1293.62267
Hyndman, Rob J.; Shang, Han Lin
29
2009
Optimal combination forecasts for hierarchical time series. Zbl 1464.62095
Hyndman, Rob J.; Ahmed, Roman A.; Athanasopoulos, George; Shang, Han Lin
27
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
19
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
13
2018
Forecasting with temporal hierarchies. Zbl 1403.62154
Athanasopoulos, George; Hyndman, Rob J.; Kourentzes, Nikolaos; Petropoulos, Fotios
12
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
9
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
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
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
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
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
On normalization and algorithm selection for unsupervised outlier detection. Zbl 1464.62281
Kandanaarachchi, Sevvandi; Muñoz, Mario A.; Hyndman, Rob J.; Smith-Miles, Kate
3
2020
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
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
3
2016
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
Empirical information criteria for time series forecasting model selection. Zbl 1076.62092
Billah, Baki; Hyndman, Rob J.; Koehler, Anne B.
1
2005
Hierarchical probabilistic forecasting of electricity demand with smart meter data. Zbl 1457.62286
Taieb, Souhaib Ben; Taylor, James W.; Hyndman, Rob J.
1
2021
Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”. Zbl 1309.62153
Hyndman, Rob J.
1
2015
The admissible parameter space for exponential smoothing models. Zbl 1332.62358
Hyndman, Rob J.; Akram, Muhammad; Archibald, Blyth C.
1
2008
Exponential smoothing and non-negative data. Zbl 1337.62240
Akram, Muhammad; Hyndman, Rob J.; Ord, J. Keith
1
2009
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
Gratis: generating time series with diverse and controllable characteristics. Zbl 07260685
Kang, Yanfei; Hyndman, Rob J.; Li, Feng
1
2020
The vector innovations structural time series framework: a simple approach to multivariate forecasting. Zbl 07256829
de Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph
1
2010
Local linear forecasts using cubic smoothing splines. Zbl 1108.62096
Hyndman, Rob J.; King, Maxwell L.; Pitrun, Ivet; Billah, Baki
1
2005
Smoothing non-Gaussian time series with autoregressive structure. Zbl 1042.62601
Grunwald, Gary K.; Hyndman, Rob J.
1
1998
Forecasting Swiss exports using Bayesian forecast reconciliation. Zbl 1487.62147
Eckert, Florian; Hyndman, Rob J.; Panagiotelis, Anastasios
1
2021
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
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
On normalization and algorithm selection for unsupervised outlier detection. Zbl 1464.62281
Kandanaarachchi, Sevvandi; Muñoz, Mario A.; Hyndman, Rob J.; Smith-Miles, Kate
3
2020
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
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
13
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
12
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
3
2016
Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”. Zbl 1309.62153
Hyndman, Rob J.
1
2015
Forecasting time series with complex seasonal patterns using exponential smoothing. Zbl 1234.62123
De Livera, Alysha M.; Hyndman, Rob J.; Snyder, Ralph D.
29
2011
Optimal combination forecasts for hierarchical time series. Zbl 1464.62095
Hyndman, Rob J.; Ahmed, Roman A.; Athanasopoulos, George; Shang, Han Lin
27
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
The vector innovations structural time series framework: a simple approach to multivariate forecasting. Zbl 07256829
de Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph
1
2010
Forecasting functional time series. Zbl 1293.62267
Hyndman, Rob J.; Shang, Han Lin
29
2009
Exponential smoothing and non-negative data. Zbl 1337.62240
Akram, Muhammad; Hyndman, Rob J.; Ord, J. Keith
1
2009
Forecasting with exponential smoothing. The state space approach. Zbl 1211.62165
Hyndman, R. J.; Koehler, Anne B.; Ord, J. Keith; Snyder, Ralph D.
41
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
19
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
115
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.
49
2006
Empirical information criteria for time series forecasting model selection. Zbl 1076.62092
Billah, Baki; Hyndman, Rob J.; Koehler, Anne B.
1
2005
Local linear forecasts using cubic smoothing splines. Zbl 1108.62096
Hyndman, Rob J.; King, Maxwell L.; Pitrun, Ivet; Billah, Baki
1
2005
Nonparametric confidence intervals for receiver operating characteristic curves. Zbl 1108.62046
Hall, Peter; Hyndman, Rob J.; Fan, Yanan
9
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.
43
2001
Non-Gaussian conditional linear AR(1) models. Zbl 1018.62065
Grunwald, Gary K.; Hyndman, Rob J.; Tedesco, Leanna; Tweedie, Richard L.
62
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 888 Authors

26 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 Yang, Yanrong
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 Martínez-Hernández, Israel
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
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 Boylan, John E.
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-Farías, Graciela M.
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 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 Li, Hong
2 Liu, Shuangzhe
...and 788 more Authors
all top 5

Cited in 121 Serials

40 Computational Statistics and Data Analysis
29 European Journal of Operational Research
27 Insurance Mathematics & Economics
16 Journal of Multivariate Analysis
15 Communications in Statistics. Theory and Methods
12 Journal of Applied Statistics
11 Journal of Statistical Computation and Simulation
11 Statistics and Computing
10 Statistics & Probability Letters
10 ASTIN Bulletin
10 Journal of the Korean Statistical Society
9 Journal of Econometrics
9 Journal of Statistical Planning and Inference
9 Communications in Statistics. Simulation and Computation
8 The Annals of Statistics
8 Journal of Time Series Analysis
8 Applied Mathematical Modelling
7 Journal of the American Statistical Association
7 Computational Statistics
7 North American Actuarial Journal
7 Electronic Journal of Statistics
7 The Annals of Applied Statistics
6 Econometric Reviews
6 Machine Learning
6 Statistical Papers
6 Journal of Nonparametric Statistics
6 Scandinavian Actuarial Journal
6 Statistical Modelling
5 Annals of the Institute of Statistical Mathematics
5 Test
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 The American Statistician
2 Psychometrika
2 Scandinavian Journal of Statistics
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 Monte Carlo Methods and Applications
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 Fractals
1 Filomat
1 Top
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
...and 21 more Serials

Citations by Year

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