Research Output 1959 2020

2020

A new tidy data structure to support exploration and modeling of temporal data

Wang, E., Cook, D. & Hyndman, R. J., 2020, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Bacterial and algal symbiont dynamics in early recruits exposed to two adult coral species

Damjanovic, K., Blackall, L. L., Menéndez, P. & van Oppen, M. J. H., Feb 2020, In : Coral Reefs. 39, p. 189-202 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A. & Pantelous, A. A., Jan 2020, In : Applied Mathematics and Computation. 364, 18 p., 124669.

Research output: Contribution to journalArticleResearchpeer-review

Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation

Chan, J. C. C., Jacobi, L. & Zhu, D., 2020, (Accepted/In press) In : Journal of Forecasting. 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets

Bissoondoyal-Bheenick, E., Brooks, R., Do, H. X. & Smyth, R., Feb 2020, In : Energy Economics. 86, 18 p., 104689.

Research output: Contribution to journalArticleResearchpeer-review

Hierarchical Forecasting

Athanasopoulos, G., Gamakumara, P., Panagiotelis, A., Hyndman, R. J. & Affan, M., 2020, Macroeconomic Forecasting in the Era of Big Data: Theory and Practice. Fuleky, P. (ed.). 1st ed. Cham Switzerland: Springer, p. 689-719 31 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 52).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures

Kim, D., Oka, T., Estrada, F. & Perron, P., Jan 2020, In : Journal of Econometrics. 214, 1, p. 130-152 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Market segmentation using high-dimensional sparse consumers data

Zhou, J., Zhai, L. & Pantelous, A. A., May 2020, In : Expert Systems with Applications. 145, 17 p., 113136.

Research output: Contribution to journalArticleResearchpeer-review

Mixed-mode bacterial transmission in the common brooding coral Pocillopora acuta

Damjanovic, K., Menéndez, P., Blackall, L. L. & van Oppen, M. J. H., Jan 2020, In : Environmental Microbiology. 22, 1, p. 397-412 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Model misspecification in approximate Bayesian computation: consequences and diagnostics

Frazier, D. T., Robert, C. P. & Rousseau, J., 2020, (Accepted/In press) In : Journal of the Royal Statistical Society Series B-Statistical Methodology. 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework

Li, R., Pantelous, A. A. & Yang, L., Apr 2020, In : Journal of Computational and Applied Mathematics. 368, 18 p., 112592.

Research output: Contribution to journalArticleResearchpeer-review

Simple outlier detection for a multi‐environmental field trial

Tanaka, E., 2020, (Accepted/In press) In : Biometrics. 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Subspace methods

Boot, T. & Nibbering, D., 2020, Macroeconomic Forecasting in the Era of Big Data: Theory and Practice. Fuleky, P. (ed.). 1st ed. Cham Switzerland: Springer, p. 267-291 25 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 52).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Otherpeer-review

Time-varying income and price elasticities for energy demand: evidence from a middle-income panel

Liddle, B., Smyth, R. & Zhang, X., Feb 2020, In : Energy Economics. 86, 10 p., 104681.

Research output: Contribution to journalArticleResearchpeer-review

2019
7 Citations (Scopus)

A brief history of forecasting competitions

Hyndman, R. J., Jun 2019, (Accepted/In press) In : International Journal of Forecasting. 8 p.

Research output: Contribution to journalArticleResearchpeer-review

A feature-based procedure for detecting technical outliers in water-quality data from in situ sensors

Talagala, P. D., Hyndman, R. J., Leigh, C., Mengersen, K. & Smith-Miles, K., 2019, (Accepted/In press) In : Water Resources Research. 22 p.

Research output: Contribution to journalArticleResearchpeer-review

A forecast reconciliation approach to cause-of-death mortality modeling

Li, H., Li, H., Lu, Y. & Panagiotelis, A., May 2019, In : Insurance: Mathematics and Economics. 86, p. 122-133 12 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

A framework for automated anomaly detection in high frequency water-quality data from in situ sensors

Leigh, C., Alsibai, O., Hyndman, R. J., Kandanaarachchi, S., King, O. C., McGree, J. M., Neelamraju, C., Strauss, J., Talagala, P. D., Turner, R. D. R., Mengersen, K. & Peterson, E. E., 10 May 2019, In : Science of the Total Environment. 664, p. 885-898 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

A multiple testing approach to the regularisation of large sample correlation matrices

Bailey, N., Pesaran, M. H. & Smith, L. V., Feb 2019, In : Journal of Econometrics. 208, 2, p. 507-534 28 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Analysis of shock transmissions to a small open emerging economy using a SVARMA model

Raghavan, M. & Athanasopoulos, G., Mar 2019, In : Economic Modelling. 77, p. 187-203 17 p.

Research output: Contribution to journalArticleResearchpeer-review

An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators

Meimaris, A. T., Kougioumtzoglou, I. A., Pantelous, A. A. & Pirrotta, A., 2019, (Accepted/In press) In : Nonlinear Dynamics. 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A new solution approach to two-stage fuzzy location problems with risk control

Yang, Y., Zhou, J., Wang, K. & Pantelous, A. A., May 2019, In : Computers and Industrial Engineering. 131, p. 157-171 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A new structural break test for panels with common factors

Zhu, H., Sarafidis, V. & Silvapulle, M. J., 2019, (Accepted/In press) In : Econometrics Journal. 20 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Anomaly detection in streaming nonstationary temporal data

Talagala, P. D., Hyndman, R. J., Smith-Miles, K., Kandanaarachchi, S. & Muñoz, M. A., 2019, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Approximate analytical solutions for a class of nonlinear stochastic differential equations

Meimaris, A. T., Kougioumtzoglou, I. A. & Pantelous, A. A., Oct 2019, In : European Journal of Applied Mathematics. 30, 5, p. 928-944 17 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Approximate Bayesian forecasting

Frazier, D. T., Maneesoonthorn, W., Martin, G. M. & McCabe, B. P. M., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 521-539 19 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

A reliability-and-cost-based fuzzy approach to optimize preventive maintenance scheduling for offshore wind farms

Zhong, S., Pantelous, A. A., Goh, M. & Zhou, J., 1 Jun 2019, In : Mechanical Systems and Signal Processing. 124, p. 643-663 21 p.

Research output: Contribution to journalArticleResearchpeer-review

A simple iterative Z-estimator for semiparametric models

Frazier, D. T., Feb 2019, In : Econometric Theory. 35, 1, p. 111-141 31 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Asymmetric relationship between order imbalance and realized volatility: evidence from the Australian market

Bissoondoyal-Bheenick, E., Brooks, R. & Do, H. X., 1 Jul 2019, In : International Review of Economics and Finance. 62, p. 309-320 12 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Auxiliary likelihood-based approximate Bayesian computation in state space models

Martin, G. M., McCabe, B. P. M., Frazier, D. T., Maneesoonthorn, W. & Robert, C. P., 2019, In : Journal of Computational and Graphical Statistics. 28, 3, p. 508-522 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Bayesian bandwidth estimation in nonparametric time-varying coefficient models

Cheng, T., Gao, J. & Zhang, X., Jan 2019, In : Journal of Business and Economic Statistics. 37, 1, p. 1-12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian inference for the one-factor copula model

Tan, B. K., Panagiotelis, A. & Athanasopoulos, G., 2019, In : Journal of Computational and Graphical Statistics. 28, 1, p. 155-173 19 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Clustering of interval time series

Maharaj, E. A., Teles, P. & Brito, P., Sep 2019, In : Statistics and Computing. 29, 5, p. 1011-1034 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Construction and visualization of confidence sets for frequentist distributional forecasts

Harris, D., Martin, G. M., Perera, I. & Poskitt, D. S., 2019, In : Journal of Computational and Graphical Statistics. 28, 1, p. 92-104 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Control of resources, bargaining power and the demand of food: evidence from PROGRESA

Tommasi, D., May 2019, In : Journal of Economic Behavior and Organization. 161, p. 265-286 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Crime, deterrence and punishment revisited

Bun, M. J. G., Kelaher, R., Sarafidis, V. & Weatherburn, D., 2019, (Accepted/In press) In : Empirical Economics. 31 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
4 Citations (Scopus)

Cross-temporal coherent forecasts for Australian tourism

Kourentzes, N. & Athanasopoulos, G., Mar 2019, In : Annals of Tourism Research. 75, p. 393-409 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Cryptocurrencies: dust in the wind?

Luo, M., Kontosakos, V. E., Pantelous, A. A. & Zhou, J., 1 Jul 2019, In : Physica A: Statistical Mechanics and its Applications. 525, p. 1063-1079 17 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Drivers of carbon dioxide emissions: an empirical investigation using hierarchical and non-hierarchical clustering methods

Inekwe, J., Maharaj, E. A. & Bhattacharya, M., 2019, (Accepted/In press) In : Environmental and Ecological Statistics. 40 p.

Research output: Contribution to journalArticleResearchpeer-review

Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets

Kang, S. H., Maitra, D., Dash, S. R. & Brooks, R., 1 Dec 2019, In : Pacific Basin Finance Journal. 58, 32 p., 101221.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Early life stages of a common broadcast spawning coral associate with specific bacterial communities despite lack of internalized bacteria

Damjanovic, K., Menéndez, P., Blackall, L. L. & van Oppen, M. J. H., 2019, (Accepted/In press) In : Microbial Ecology. 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Errors-in-variables jump regression using local clustering

Kang, Y., Gong, X., Gao, J. & Qiu, P., Aug 2019, In : Statistics in Medicine. 38, 19, p. 3642-3655 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimating and accounting for the output gap with large Bayesian vector autoregressions

Morley, J. & Wong, B., 2019, (Accepted/In press) In : Journal of Applied Econometrics. 62 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation in a semiparametric panel data model with nonstationarity

Dong, C., Gao, J. & Peng, B., 2019, In : Econometric Reviews. 38, 8, p. 961-977 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach

Feng, G., Wang, C. & Zhang, X., 15 Feb 2019, In : Journal of Productivity Analysis. 51, 1, p. 1-19 19 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Evaluating health facility access using Bayesian spatial models and location analysis methods

Tierney, N. J., Mira, A., Jost Reinhold, H., Arbia, G., Clifford, S., Auricchio, A., Moccetti, T., Peluso, S. & Mengersen, K. L., 2019, In : PLoS ONE. 14, 8, 18 p., e0218310.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Examining the economic interactions between Australia's regions: results from a Global VAR

Moallemi, M. & Melser, D., Jun 2019, In : Economic Record. 95, S1, p. 79-99 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression

Dong, C. & Gao, J., 2019, In : Econometric Reviews. 38, 2, p. 125-150 26 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Exponent of cross-sectional dependence for residuals

Bailey, N., Kapetanios, G. & Pesaran, M. H., 2019, (Accepted/In press) In : Sankhya B. 57 p.

Research output: Contribution to journalArticleResearchpeer-review