Hyndman Rob J.

Rob J. Hyndman

Information about the author Rob J. Hyndman will soon be added to the site.
Found 5 papers in total
Prediction intervals for exponential smoothing using two new classes of state space models
Prediction intervals for exponential smoothing using two new classes of state space models
2005
Three general classes of state space models are presented, using the single source of...
Stochastic models underlying Croston's method for intermittent demand forecasting
Stochastic models underlying Croston's method for intermittent demand forecasting
2005
Croston's method is widely used to predict inventory demand when it is intermittent....
Empirical information criteria for time series forecasting model selection
Empirical information criteria for time series forecasting model selection
2005
In this article, we propose a new empirical information criterion (EIC) for model...
Exponential smoothing models: Means and variances for lead-time demand
Exponential smoothing models: Means and variances for lead-time demand
2004
Exponential smoothing is often used to forecast lead-time demand (LTD) for inventory...
Highest-density forecast regions for non-linear and non-normal time series models
Highest-density forecast regions for non-linear and non-normal time series models
1995
Forecast regions are a common way to summarize forecast accuracy. They usually consist...
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