Added smimodel paper

robjhyndman · Aug 13, 2024 · 1c959a3 · 1c959a3
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diff --git a/RobHyndmanCV.pdf b/RobHyndmanCV.pdf
diff --git a/RobHyndman_3page.pdf b/RobHyndman_3page.pdf
diff --git a/_targets/meta/meta b/_targets/meta/meta
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diff --git a/rjhpubs.bib b/rjhpubs.bib
@@ -687,12 +687,12 @@ @article{FHV00
 }
 
 @article{fits,
-  title  = {Forecasting interrupted time series},
-  author = {Rob J Hyndman and Bahman Rostami-Tabar},
-  year   = 2024,
+  title   = {Forecasting interrupted time series},
+  author  = {Rob J Hyndman and Bahman Rostami-Tabar},
+  year    = 2024,
   journal = {J Operational Research Society},
-  note = {to appear},
-  url    = {https://robjhyndman.com/publications/fits.html}
+  note    = {to appear},
+  url     = {https://robjhyndman.com/publications/fits.html}
 }
 
 @unpublished{flap,
@@ -2196,6 +2196,16 @@ @article{smartmeterhts
   url     = {http://robjhyndman.com/publications/hpf-electricity/}
 }
 
+@techreport{smimodel,
+  title       = {Sparse Multiple Index Models for High-dimensional Nonparametric Forecasting},
+  author      = {Nuwani K Palihawadana and Rob J Hyndman and Xiaoqian Wang},
+  year        = 2024,
+  url         = {https://robjhyndman.com/smimodel.html},
+  institution = {Department of Econometrics \& Business Statistics, Monash University},
+  number      = {16/24},
+  type        = {Working paper}
+}
+
 @unpublished{ssoe,
   title  = {Time series forecasting: the case for the single source of error state space approach},
   author = {J Keith Ord and Ralph D Snyder and Anne B Koehler and Rob J Hyndman and Mark Leeds},
@@ -2474,6 +2484,7 @@ @article{YHE10
   journal = {Cancer Epidemiology}
 }
 
+
 @article{YW93,
   title   = {{Yule-Walker} estimates for continuous-time autoregressive models},
   author  = {Rob J Hyndman},
@@ -2484,7 +2495,6 @@ @article{YW93
   journal = {J Time Series Analysis}
 }
 
-
 @article{ZKH06,
   title   = {A {Bayesian} approach to bandwidth selection for multivariate kernel density estimation},
   author  = {Xibin Zhang and Maxwell L King and Rob J Hyndman},