| 2007 |
|
|
|
|
| 7 |
Pim Ouwehand, Rob J. Hyndman, Ton G. de Kok and Karel H. van Donselaar |
A state space model for exponential smoothing with group seasonality |
[abstract] |
[PDF] |
| 6 |
Rob J. Hyndman and Yeasmin Khandakar |
Automatic time series forecasting: the forecast package for R |
[abstract] |
[PDF] |
| 4 |
Ralph D. Snyder, Gael M. Martin, Phillip Gould and Paul D. Feigin |
An Assessment of Alternative State Space Models for Count Time Series |
[abstract] |
[PDF] |
| 3 |
Ashton de Silva, Rob J. Hyndman and Ralph D. Snyder |
The vector innovation structural time series framework: a simple approach to multivariate forecasting |
[abstract] |
[PDF] |
| 2006 |
|
|
|
|
| 19 |
George Athanasopoulos and Rob J Hyndman |
Modelling and forecasting Australian domestic tourism |
[abstract] |
[PDF] |
| 16 |
Ralph D. Snyder and Anne B. Koehler |
Incorporating a Tracking Signal into State Space Models for Exponential Smoothing |
[abstract] |
[PDF] |
| 14 |
Rob J. Hyndman and Heather Booth |
Stochastic population forecasts using Functional data models for mortality, Fertility and migration |
[abstract] |
[PDF] |
| 13 |
Heather Booth, Rob J. Hyndman, Leonie Tickle and Piet de Jong |
Lee-Carter mortality forecasting: A multi-country comparison of variants and extensions |
[abstract] |
[PDF] |
| 4 |
George Athanasopoulos and Farshid Vahid |
VARMA versus VAR for Macroeconomic Forecasting |
[abstract] |
[PDF] |
| 3 |
Rob J Hyndman and Muhammad Akram |
Some Nonlinear Exponential Smoothing Models are Unstable |
[abstract] |
[PDF] |
| 2005 |
|
|
|
|
| 24 |
J. Scott Armstrong and Kesten C. Green |
Demand Forecasting: Evidence-based Methods |
[abstract] |
[PDF] |
| 16 |
D. S. Poskitt |
Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases |
[abstract] |
[PDF] |
| 15 |
Osmani Teixeira de Carvalho Guillén, João Victor Issler and George Athanasopoulos |
Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study. |
[abstract] |
[PDF] |
| 13 |
Rob J. Hyndman and Anne B. Koehler |
Another Look at Measures of Forecast Accuracy |
[abstract] |
[PDF] |
| 12 |
Jan G. De Gooijer and Rob J. Hyndman |
25 Years of IIF Time Series Forecasting: A Selective Review |
[abstract] |
[PDF] |
| 7 |
J. Keith Ord, Ralph D. Snyder, Anne B. Koehler, Rob J. Hyndman and Mark Leeds |
Time Series Forecasting: The Case for the Single Source Error State Space |
[abstract] |
[PDF] |
| 6 |
Baki Billah, Maxwell L. King, Raph D. Snyder and Anne B. Koehler |
Exponential Exponential Smoothing Model Selection for Forecasting |
[abstract] |
[PDF] |
| 5 |
Ralph D. Snyder |
A Pedant's Approach to Exponential Smoothing |
[abstract] |
[PDF] |
| 3 |
Bircan Erbas, Rob J. Hyndman and Dorota M. Gertig |
Forecasting age-specific breast cancer mortality using functional data models |
[abstract] |
[PDF] |
| 2 |
Rob J. Hyndman and Md Shahid Ullah |
Robust forecasting of mortality and fertility rates: a functional data approach |
[abstract] |
[PDF] |
| 1 |
Denny Meyer and Rob J. Hyndman |
Rating Forecasts for Television Programs |
[abstract] |
[PDF] |
| 2004 |
|
|
|
|
| 28 |
Phillip Gould, Anne B. Koehler, Farshid Vahid-Araghi, Ralph D. Snyder, J. Keith Ord and Rob J. Hyndman |
Forecasting Time-Series with Correlated Seasonality |
[abstract] |
[PDF] |
| 27 |
Kesten C. Green and J. Scott Armstrong |
Value of expertise for forecasting decisions in conflicts |
[abstract] |
[PDF] |
| 26 |
Xibin Zhang and Maxwell L. King |
Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors |
[abstract] |
[PDF] |
| 22 |
Heather M. Anderson and Chin Nam Low |
Random Walk Smooth Transition Autoregressive Models |
[abstract] |
[PDF] |
| 21 |
Heather M. Anderson, Chin Nam Low and Ralph Snyder |
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition |
[abstract] |
[PDF] |
| 20 |
D.S. Poskitt |
On the identification and estimation of partially nonstationary ARMAX systems |
[abstract] |
[PDF] |
| 18 |
Kesten C. Green |
Further evidence on game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts |
[abstract] |
[PDF] |
| 17 |
Kesten C. Green and J. Scott Armstrong |
Structured analogies for forecasting |
[abstract] |
[PDF] |
| 15 |
Ralph D. Snyder |
Exponential Smoothing: A Prediction Error Decomposition Principle |
[abstract] |
[PDF] |
| 12 |
D.S. Poskitt |
Some Results on the Identification and Estimation of Vector ARMAX Processes |
[abstract] |
[PDF] |
| 2003 |
|
|
|
|
| 4 |
Elizabeth A. Majaraj |
Using Evolutionary Spectra to Forecast Time Series |
[abstract] |
[PDF] |
| 3 |
Rob J. Hyndman, Muhammad Akram and Blyth Archibald |
Invertibility Conditions for Exponential Smoothing Models |
[abstract] |
[PDF] |
| 2 |
Md B. Billah, Rob J. Hyndman and A. B. Koehler |
Empirical Information Criteria for Time Series Forecasting Model Selection |
[abstract] |
[PDF] |
| 1 |
Lydia Shenstone and Rob J. Hyndman |
Stochastic models underlying Croston's method for intermittent demand forecasting |
[abstract] |
[PDF] |
| 2002 |
|
|
|
|
| 21 |
Heather M. Anderson |
Choosing Lag Lengths in Nonlinear Dynamic Models |
[abstract] |
[PDF] |
| 14 |
Ralph D. Snyder and Catherine S. Forbes |
Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series |
[abstract] |
[PDF] |
| 10 |
Rob J Hyndman, Maxwell L King, Ivet Pitrun and Baki Billah |
Local Linear Forecasts Using Cubic Smoothing Splines |
[abstract] |
[PDF] |
| 5 |
Roland G. Shami and Catherine S. Forbes |
Non-linear Modelling of the Australian Business Cycle using a Leading Indicator |
[abstract] |
[PDF] |
| 3 |
Ralph D. Snyder, Anne B. Koehler, Rob J. Hyndman and J. Keith Ord |
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand |
[abstract] |
[PDF] |
| 2001 |
|
|
|
|
| 11 |
Rob J Hyndman, Anne B Koehler, J Keith Ord and Ralph D Snyder |
Prediction Intervals for Exponential Smoothing State Space Models |
[abstract] |
[PDF] |
| 7 |
George Athanasopoulos, Heather M. Anderson, and Farshid Vahid |
Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models |
[abstract] |
[PDF] |
| 5 |
Rob J. Hyndman and Baki Billah |
Unmasking the Theta Method |
[abstract] |
[PDF] |
| 2 |
Farshid Vahid and João Victor Issler |
The Importance of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study |
[abstract] |
[PDF] |
| 1 |
Elizabeth Ann Maharaj |
Comparison of Non-Stationary Time Series in the Frequency Domain |
[abstract] |
[PDF] |
| 2000 |
|
|
|
|
| 10 |
Roland G. Sharmi and Catherine S. Forbes |
A Structural Time Series Model with Markov Switching |
[abstract] |
[PDF] |
| 9 |
Rob J. Hyndman, Anne B. Koehler, Ralph D. Snyder and Simone Grose |
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods |
[abstract] |
[PDF] |
| 7 |
Catherine S. Forbes, Ralph D. Snyder and Roland G. Shami |
Bayesian Exponential Smoothing |
[abstract] |
[PDF] |
| 4 |
Catherine S. Forbes and Paul Kofman |
Bayesian Soft Target Zones |
[abstract] |
[PDF] |
| 3 |
Heather M. Anderson and Farshid Vahid |
Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models |
[abstract] |
[PDF] |
| 1999 |
|
|
|
|
| 14 |
Ralph D. Snyder and Catherine S. Forbes |
Understanding the Kalman Filter: An Object Oriented Programming Perspective |
[abstract] |
[PDF] |
| 11 |
Elizabeth Ann Maharaj |
A Test For The Difference Parameter Of The ARFIMA Model Using The Moving Blocks Bootstrap |
[abstract] |
[PDF] |
| 10 |
Ralph D. Snyder, Anne Koehler and Keith Ord |
Forecasting for Inventory Control with Exponential Smoothing |
[abstract] |
[PDF] |
| 9 |
Elizabeth A. Maharaj and Brett Inder |
Forecasting Time Series From Clusters |
[abstract] |
[PDF] |
| 7 |
Ralph D. Snyder |
Forecasting Sales of Slow and Fast Moving Inventories |
[abstract] |
[PDF] |
| 4 |
Alan McLean |
The Predictive Approach To Teaching Statistics |
[abstract] |
Journal of Statistics Education, vol. 8, no.3 |
| 2 |
Rob J. Hyndman and Gary K.Grunwald |
Generalized Additive Modelling Of Mixed Distribution Markov Models With Application To Melbourne's Rainfall |
[abstract] |
Australian and New Zealand Journal of Statistics, vol. 42, no. 2 |
| 1 |
Anne B. Koehler, Ralph D. Snyder and J. Keith Ord |
Forecasting Models And Prediction Intervals For The Multiplicative Holt-Winters Method |
[abstract] |
[PDF] |
| 1998 |
|
|
|
|
| 18 |
Merran Evans and Alan Farley |
Institutional Characteristics And The Relationship Between Students? First-Year University And Final-Year Secondary School Academic Performance |
[abstract] |
[PDF] |
| 17 |
Rob J. Hyndman and Qiwei Yao |
Nonparametric Estimation And Symmetry Tests For Conditional Density Functions |
[abstract] |
[PDF] |
| 16 |
David M.Bashtannyk and Rob J. Hyndman |
Bandwidth Selection For Kernel Conditional Density Estimation |
[abstract] |
|
| 13 |
Ralph D. Snyder, Anne B. Koehler and J. Keith Ord |
Lead Time Demand For Simple Exponential Smoothing |
[abstract] |
|
| 7 |
Michael Smith and Robert Kohn |
Nonparametric seemingly unrelated regression |
[abstract] |
|
| 3 |
Roland G. Shami and Ralph D. Snyder |
Exponential smoothing methods of forecasting and general ARMA time series representations |
[abstract] |
|
| 2 |
Michael Smith, Paul Yau, Thomas Shively and Robert Kohn |
Estimating long-term trends in tropospheric ozone levels |
[abstract] |
|
| 1997 |
|
|
|
|
| 14 |
Jonathan J. Oliver and Catherine S. Forbes |
Bayesian approaches to segmenting a simple time series |
|
|
| 13 |
Michael Smith, Sharat K. Mathur and Robert Kohn |
Bayesian semiparametric regression: An exposition and application to print advertising data |
|
|
| 12 |
Ann Maharaj |
The comparison of two or more stationary time series |
|
|
| 11 |
Ann Maharaj |
Comparison and classification of stationary multivariate time series |
|
|
| 10 |
Roland G. Shami and Ralph D. Snyder |
Exponential smoothing of seasonal data: A comparison |
|
|
| 9 |
Brett Inder and Ralph Snyder |
Trend stability and structural change: An extension to the M1 forecasting competition |
|
|
| 8 |
R.D. Snyder, J.K. Ord & A.B. Koehler |
Prediction intervals for ARIMA models |
|
|
| 1996 |
|
|
|
|
| 19 |
Michael Smith, Chi-Ming Wong & Robert Kohn |
Additive nonparametric regression with autocorrelated errors |
|
|
| 11 |
Ralph D. Snyder & Simone Grose |
Business forecasting with exponential smoothing: Computation of prediction intervals |
|
|
| 1 |
Grant R. Saligari & Ralph D. Snyder |
Trends, lead times and forecasting |
|
|
| 1995 |
|
|
|
|
| 14 |
Martin Martens, Paul Kofman & Ton C.F. Vorst |
A threshold error correction model for intraday futures and index returns |
|
|
| 4 |
J.K. Ord, A.B. Koehler & R.D. Snyder |
Estimation and prediction for a class of dynamic nonlinear statistical models |
|
|
