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Rob J Hyndman

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Posts

WAPE: Weighted Absolute Percentage Error

Efficient reproducible workflows with R

Forecasting the age structure of the scientific workforce in Australia

25 years of open source forecasting software

Moving Averages

Business Forecasting Methods

Forecasting Overview

Hierarchical Time Series Forecasting in Emergency Medical Services

Developing good research habits

Towards socially responsible forecasting: Identifying and typifying forecasting harms

MSTL: A Seasonal-Trend Decomposition Algorithm for Time Series with Multiple Seasonal Patterns

Comments on: Exploratory Functional Data Analysis

Optimal forecast reconciliation with time series selection

Modern research tools and workflow

An efficient reproducible workflow

Extreme value modelling of feature residuals for anomaly detection in dynamic graphs

Functional data analysis for peak shape forecasting

Creating custom quarto templates

Online conformal inference for multi-step time series forecasting

Distortion corrected kernel density estimator on Riemannian manifolds

Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering

Improving forecasts via subspace projections

vital: Tidy data analysis for demography

Forecasting the future and the future of forecasting

Forecasting interrupted time series

Sparse Multiple Index Models for High-dimensional Nonparametric Forecasting

vital: Tidy data analysis for demography

Forecast Linear Augmented Projection (FLAP): A free lunch to reduce forecast error variance

Probabilistic forecasts for anomaly detection

Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues

fpp3 package update

Tidy data analysis for demography using R

Statistical Forecasting

Forecasting system’s accuracy: a framework for the comparison of different structures

Editorial: Innovations in Hierarchical Forecasting

Forecast reconciliation: A review

Forecasting the future and the future of forecasting

Probabilistic Forecast Reconciliation For Emergency Services Demand

Probabilistic cross-temporal forecast reconciliation

Forecast reconciliation

AIC calculations

P-values for prediction intervals

How NASA didn’t discover the hole in the ozone layer

Forecast model selection

Forecast reconciliation: a brief overview

Videos for Forecasting: principles and practice (3rd ed)

Degrees of freedom for a Ljung-Box test

Forecasting podcasts

Forecasting workshops in New York and Chicago

Feasts and fables: Time series analysis using R

Monash Quarto Templates

We need more open data in Australia

Derivations of forecast variance for benchmark methods

Australian Academy of Science

Python implementations of time series forecasting and anomaly detection

Notation for forecast reconciliation

WOMBAT 2022

Migrating from Disqus to giscus

Time series and forecasting workshop: 9-10 November 2022

Migrating to Quarto