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Rob J. Hyndman

Researcher at Monash University

Publications -  268
Citations -  26089

Rob J. Hyndman is an academic researcher from Monash University. The author has contributed to research in topics: Time series & Exponential smoothing. The author has an hindex of 55, co-authored 257 publications receiving 21016 citations. Previous affiliations of Rob J. Hyndman include Stanford University & Australian National University.

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Another look at measures of forecast accuracy

TL;DR: In this paper, the mean absolute scaled error (MESEME) was proposed as the standard measure for comparing forecast accuracy across multiple time series across different time series types, and was used in the M-competition as well as the M3competition.
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Automatic Time Series Forecasting: The forecast Package for R

TL;DR: 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.
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25 years of time series forecasting

TL;DR: A review of the past 25 years of research into time series forecasting can be found in this paper, where the authors highlight results published in journals managed by the International Institute of Forecasters.
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Sample Quantiles in Statistical Packages

TL;DR: 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 explicitly, while other definitions may be used when producing a boxplot, a probability plot, or a QQ plot as mentioned in this paper.
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A state space framework for automatic forecasting using exponential smoothing methods

TL;DR: A new approach to automatic business forecasting based on an extended range of exponential smoothing methods that allows the easy calculation of the likelihood, the AIC and other model selection criteria, and the computation of prediction intervals for each method.