Rob J. Hyndman

FAA FASSA
Born (1967-05-02) 2 May 1967
Melbourne, Victoria
NationalityAustralian
Alma materUniversity of Melbourne
Known forForecasting research
AwardsMoran Medal (2007)
Pitman Medal (2021)
Scientific career
FieldsStatistics
InstitutionsMonash University
ThesisContinuous-Time Threshold Autoregressive Modelling (1992)
Doctoral advisorPeter J. Brockwell
Gary K. Grunwald
Websiterobjhyndman.com

Robin John Hyndman FAA FASSA (born 2 May 1967) is an Australian statistician known for his work on forecasting and time series. He is Professor of Statistics at Monash University[1] and was Editor-in-Chief of the International Journal of Forecasting from 2005–2018.[2] In 2007 he won the Moran Medal from the Australian Academy of Science for his contributions to statistical research.[3] In 2021 he won the Pitman Medal from the Statistical Society of Australia.[4]

Hyndman is co-creator and proponent of the scale-independent forecast error measurement metric mean absolute scaled error (MASE).[5] 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.[6] 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.[1] He was elected Fellow of the Academy of the Social Sciences in Australia in 2020,[7] and Fellow of the Australian Academy of Science in 2021.[8]

Major books

References

  1. 1 2 "Rob Hyndman - Monash University". Monash University. Archived from the original on 31 December 2021. Retrieved 23 April 2018.
  2. ↑ "Editors". International Journal of Forecasting. Archived from the original on 12 May 2010. Retrieved 20 May 2010.
  3. ↑ "Rob Hyndman awarded with prestigious Moran Medal". Monash University Business and Economics. Archived from the original on 14 September 2010. Retrieved 20 May 2010.
  4. ↑ "Pitman Medal Recipients". Statistical Society of Australia. Archived from the original on 5 March 2022. Retrieved 28 July 2021.
  5. ↑ Hyndman, Rob J.; Koehler, Anne B. (1 October 2006). "Another look at measures of forecast accuracy" (PDF). International Journal of Forecasting. 22 (4): 679–688. doi:10.1016/j.ijforecast.2006.03.001. ISSN 0169-2070. S2CID 15947215. Retrieved 5 April 2022.
  6. ↑ Hyndman, Rob. (2006). "Another Look at Forecast Accuracy Metrics for Intermittent Demand". Foresight: The International Journal of Applied Forecasting. 4. 43–46.
  7. ↑ "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.
  8. ↑ "Rob Hyndman". Australian Academy of Science. Archived from the original on 31 December 2021. Retrieved 5 July 2021.
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