Rob J. Hyndman
Rob J. Hyndman
|Alma mater||University of Melbourne|
|Known for||Forecasting research|
|Awards||Moran Medal (2007)|
Pitman Medal (2021)
|Thesis||Continuous-Time Threshold Autoregressive Modelling (1992)|
|Doctoral advisor||Peter J. Brockwell|
Gary K. Grunwald
Robin John Hyndman Australian statistician known for his work on forecasting and time series. He is Professor of Statistics at Monash University and was Editor-in-Chief of the International Journal of Forecasting from 2005–2018. In 2007 he won the Moran Medal from the Australian Academy of Science for his contributions to statistical research. In 2021 he won the Pitman Medal from the Statistical Society of Australia.(born 2 May 1967) is an
Hyndman is co-creator and proponent of the scale-independent forecast error measurement metric mean absolute scaled error (MASE). Common metrics of forecast error, such as mean absolute error, geometric mean absolute error, and mean squared error, have shortcomings related to dependence on scale of data and/or handling zeros and negative values within the data. Hyndman's MASE metric resolves these and can be used under any forecast generation method. It allows for comparison between models due to its scale-free property.
Hyndman studied statistics and mathematics at the University of Melbourne, where he earned a Bachelor of Science with first class honours and a PhD. He was elected Fellow of the Academy of the Social Sciences in Australia in 2020, and Fellow of the Australian Academy of Science in 2021.
- Makridakis, S., Wheelwright, S., and Hyndman, R.J. (1998) Forecasting: methods and applications, Wiley.
- Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D. (2008) Forecasting with exponential smoothing: the state space approach, Springer.
- Hyndman, R.J., and Athanasopoulos, G. (2014) Forecasting: principles and practice, OTexts. (self-published)
- Hyndman, R.J. (2015) Unbelievable, CreateSpace. (self-published)
- "Rob Hyndman - Monash University". Monash University. Archived from the original on 31 December 2021. Retrieved 23 April 2018.
- "Editors". International Journal of Forecasting. Archived from the original on 12 May 2010. Retrieved 20 May 2010.
- "Rob Hyndman awarded with prestigious Moran Medal". Monash University Business and Economics. Archived from the original on 14 September 2010. Retrieved 20 May 2010.
- "Pitman Medal Recipients". Statistical Society of Australia. Archived from the original on 5 March 2022. Retrieved 28 July 2021.
- Hyndman, Rob J.; Koehler, Anne B. (1 October 2006). "Another look at measures of forecast accuracy". International Journal of Forecasting. 22 (4): 679–688. doi:10.1016/j.ijforecast.2006.03.001. ISSN 0169-2070. Archived from the original on 31 December 2014. Retrieved 5 April 2022.
- Hyndman, Rob. (2006). "Another Look at Forecast Accuracy Metrics for Intermittent Demand". Foresight: The International Journal of Applied Forecasting. 4. 43–46.
- "Academy Fellow: Professor Rob Hyndman FASSA". Academy of the Social Sciences in Australia. Archived from the original on 21 March 2022. Retrieved 4 December 2020.
- "Rob Hyndman". Australian Academy of Science. Archived from the original on 31 December 2021. Retrieved 5 July 2021.