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The vector innovation structural time series framework : a simple approach to multivariate forecasting
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - 2007
Persistent link: https://www.econbiz.de/10003486454
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Boosting multi-step autoregressive forecasts
Ben Taieb, Souhaib; Hyndman, Rob J. - 2014
Persistent link: https://www.econbiz.de/10010349977
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Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Bergmeir, Christoph; Hyndman, Rob J.; Benítez … - 2014
Persistent link: https://www.econbiz.de/10010349980
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Time series forecasting : the case for the single source of error state space
Ord, John Keith; Snyder, Ralph D.; Koehler, Anne B.; … - 2005
Persistent link: https://www.econbiz.de/10002728810
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Prediction intervals for exponential smoothing state space models
Hyndman, Rob J. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001640435
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Invertibility conditions for exponential smoothing models
Hyndman, Rob J.; Akram, Muhammad; Archibald, Blyth - 2003
Persistent link: https://www.econbiz.de/10001751177
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Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian; Kang, Yanfei; Hyndman, Rob J.; Li, Feng - 2020
Persistent link: https://www.econbiz.de/10012610507
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Dimension reduction for outlier detection using DOBIN
Kandanaarachchi, Sevvandi; Hyndman, Rob J. - 2019
Persistent link: https://www.econbiz.de/10012598815
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Forecasting time series with complex seasonal patterns using exponential smoothing
De Livera, Alysha M.; Hyndman, Rob J. - 2009
Persistent link: https://www.econbiz.de/10008661972
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Low-dimensional decomposition, smoothing and forecasting of sparse functional data
Dokumentov, Alexander; Hyndman, Rob J. - 2014
Persistent link: https://www.econbiz.de/10011780801