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'''Robin John Hyndman''' |
'''Robin John Hyndman''' (born 2 May 1967{{cn|date=November 2024}}) is an Australian [[statistician]] known for his work on [[forecasting]] and [[time series]]. He is a Professor of Statistics at [[Monash University]]<ref name=Monash>{{Cite web |
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}}</ref> In 2007 he won the [[Moran Medal]] from the [[Australian Academy of Science]] for his contributions to statistical research.<ref>{{Cite web |
}}</ref> In 2007, he won the [[Moran Medal]] from the [[Australian Academy of Science]] for his contributions to statistical research.<ref>{{Cite web |
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|title = Rob Hyndman awarded with prestigious Moran Medal |
|title = Rob Hyndman awarded with prestigious Moran Medal |
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|publisher = Monash University Business and Economics |
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}}</ref> In 2021 he won the [[Pitman Medal]] from the [[Statistical Society of Australia]].<ref>{{Cite web |
}}</ref> In 2021, he won the [[Pitman Medal]] from the [[Statistical Society of Australia]].<ref>{{Cite web |
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|publisher = Statistical Society of Australia |
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Hyndman is co-creator and proponent of the scale-independent forecast error measurement metric [[mean absolute scaled error]] (MASE).<ref>{{Cite journal|last1=Hyndman|first1=Rob J.|last2=Koehler|first2=Anne B.|date=2006-10-01|title=Another look at measures of forecast accuracy|url=http://www. |
Hyndman is co-creator and proponent of the scale-independent forecast error measurement metric [[mean absolute scaled error]] (MASE).<ref>{{Cite journal|last1=Hyndman|first1=Rob J.|last2=Koehler|first2=Anne B.|date=2006-10-01|title=Another look at measures of forecast accuracy|url=http://www-personal.buseco.monash.edu.au/~hyndman/papers/mase.pdf|journal=International Journal of Forecasting|language=en|volume=22|issue=4|pages=679–688|doi=10.1016/j.ijforecast.2006.03.001|s2cid=15947215 |issn=0169-2070|access-date=5 April 2022|archive-date=|archive-url=|url-status=}}</ref> 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.<ref>Hyndman, Rob. (2006). "Another Look at Forecast Accuracy Metrics for Intermittent Demand". ''Foresight: The International Journal of Applied Forecasting''. 4. 43–46.</ref> It allows for comparison between models due to its scale-free property. |
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Hyndman studied statistics and mathematics at the [[University of Melbourne]], where he earned a Bachelor of Science with first class honours and a PhD.<ref name=Monash/> He was elected Fellow of the [[Academy of the Social Sciences in Australia]] in 2020,<ref>{{Cite web|last=|first=|date=|title=Academy Fellow: Professor Rob Hyndman FASSA|url=https://socialsciences.org.au/academy-fellow/?sId=0032v00003JxrvjAAB|url-status=live|archive-url=https://web.archive.org/web/20220321125500/https://socialsciences.org.au/academy-fellow/?sId=0032v00003JxrvjAAB|archive-date=21 March 2022|access-date=2020-12-04|website=Academy of the Social Sciences in Australia|language=en-AU}}</ref> and Fellow of the [[Australian Academy of Science]] in 2021.<ref>{{Cite web|last=|first=|date=|url=https://www.science.org.au/profile/rob-hyndman|title=Rob Hyndman|url-status=live|archive-url=https://web.archive.org/web/20211231115001/https://www.science.org.au/profile/rob-hyndman|archive-date=31 December 2021|access-date=2021-07-05|website=Australian Academy of Science|language=en-AU}}</ref> |
Hyndman studied statistics and mathematics at the [[University of Melbourne]], where he earned a Bachelor of Science with first class honours and a PhD.<ref name=Monash/> He was elected Fellow of the [[Academy of the Social Sciences in Australia]] in 2020,<ref>{{Cite web|last=|first=|date=|title=Academy Fellow: Professor Rob Hyndman FASSA|url=https://socialsciences.org.au/academy-fellow/?sId=0032v00003JxrvjAAB|url-status=live|archive-url=https://web.archive.org/web/20220321125500/https://socialsciences.org.au/academy-fellow/?sId=0032v00003JxrvjAAB|archive-date=21 March 2022|access-date=2020-12-04|website=Academy of the Social Sciences in Australia|language=en-AU}}</ref> and Fellow of the [[Australian Academy of Science]] in 2021.<ref>{{Cite web|last=|first=|date=|url=https://www.science.org.au/profile/rob-hyndman|title=Rob Hyndman|url-status=live|archive-url=https://web.archive.org/web/20211231115001/https://www.science.org.au/profile/rob-hyndman|archive-date=31 December 2021|access-date=2021-07-05|website=Australian Academy of Science|language=en-AU}}</ref> |
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[[Category:Academic staff of Monash University]] |
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[[Category:University of Melbourne alumni]] |
[[Category:University of Melbourne alumni]] |
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[[Category:People from Beechworth]] |
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[[Category:Fellows of the Academy of the Social Sciences in Australia]] |
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[[Category:Fellows of the Australian Academy of Science]] |
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Latest revision as of 06:30, 15 November 2024
Rob J. Hyndman | |
|---|---|
| Born | 2 May 1967 |
| Nationality | Australian |
| Alma mater | University of Melbourne |
| Known for | Forecasting research |
| Awards | Moran Medal (2007) Pitman Medal (2021) |
| Scientific career | |
| Fields | Statistics |
| Institutions | Monash University |
| Thesis | Continuous-Time Threshold Autoregressive Modelling (1992) |
| Doctoral advisor | Peter J. Brockwell Gary K. Grunwald |
| Website | robjhyndman |
Robin John Hyndman (born 2 May 1967[citation needed]) is an Australian statistician known for his work on forecasting and time series. He is a 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
[edit]- 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)
References
[edit]- ^ a b "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" (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.
- ^ 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.
External links
[edit]- Professor Rob J Hyndman Personal website
- Rob J. Hyndman at the Mathematics Genealogy Project
