Another look at measures of forecast accuracy
- Rob J Hyndman, A. Koehler
- Economics
- 1 October 2006
Forecasting: principles and practice
- Rob J Hyndman, G. Athanasopoulos
- Computer Science
- 17 October 2013
Automatic Time Series Forecasting: The forecast Package for R
- Rob J Hyndman, Yeasmin Khandakar
- Business
- 29 July 2008
Two automatic forecasting algorithms that have been implemented in the forecast package for R, based on innovations state space models that underly exponential smoothing methods, are described.
Forecasting with Exponential Smoothing: The State Space Approach
- Rob J Hyndman, A. Koehler, J. Ord, R. Snyder
- Mathematics
- 4 July 2008
I. Introduction: Basic concepts.- Getting started. II. Essentials: Linear innovations state space models.- Non-linear and heteroscedastic innovations state space models.- Estimation of innovations…
Detecting trend and seasonal changes in satellite image time series
- J. Verbesselt, Rob J Hyndman, G. Newnham, D. Culvenor
- Environmental Science, Mathematics
- 15 January 2010
Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
- A. D. De Livera, Rob J Hyndman, R. Snyder
- Environmental Science
- 1 December 2011
An innovations state space modeling framework is introduced for forecasting complex seasonal time series such as those with multiple seasonal periods, high-frequency seasonality, non-integer…
Computing and Graphing Highest Density Regions
- Rob J Hyndman
- Computer Science, Mathematics
- 1996
A simple method for computing a highest density region from any given density f(x) that is bounded and continuous in x is proposed and a new form of boxplot is proposed based on highest density regions.
Robust forecasting of mortality and fertility rates: A functional data approach
- Rob J Hyndman, Md. Shahid Ullah
- EconomicsComputational Statistics & Data Analysis
- 1 June 2007
Sample Quantiles in Statistical Packages
- Rob J Hyndman, Yanan Fan
- Mathematics
- 1996
Abstract There are a large number of different definitions used for sample quantiles in statistical computer packages. Often within the same package one definition will be used to compute a quantile…
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