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Added section on MASE (original to Hyndman). could be an entire new section instead of added to intro, but seeing as the MASE page already exists, i refrain from adding a new section to this page.
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{{short description|Australian statistician (born 1967)}}
{{Use dmy dates|date=October 2016}}
{{Use dmy dates|date=October 2016}}
{{Use Australian English|date=October 2016}}
{{Use Australian English|date=October 2016}}
{{Infobox scientist
{{Infobox scientist
| name = Rob J Hyndman
| name = Rob J. Hyndman
| honorific_suffix = {{post-nominals|country=AUS|size=100|FAA|FASSA}}
| image =
| image =
| image_size =
| image_size =
| birth_date = {{birth date and age|1967|05|02|df=yes}}
| birth_date = {{birth date and age|1967|05|02|df=yes}}
| birth_place = [[Melbourne]], [[Victoria (Australia)|Victoria]]
| birth_place = [[Melbourne]], [[Victoria (Australia)|Victoria]]
| nationality = [[Australia]]
| nationality = Australian
| field = [[Statistics]]
| field = [[Statistics]]
| workplace = [[Monash University]]
| workplaces = [[Monash University]]
| alma_mater = [[University of Melbourne]]
| alma_mater = [[University of Melbourne]]
| known_for = [[Forecasting]] research
| known_for = [[Forecasting]] research
| prizes = [[Moran Medal]] (2007)
| prizes = [[Moran Medal]] (2007)<br/>[[Pitman Medal]] (2021)
| thesis_title = Continuous-Time Threshold Autoregressive Modelling
| thesis_title = Continuous-Time Threshold Autoregressive Modelling
| thesis_year = 1992
| thesis_year = 1992
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}}
}}


'''Robin John "Rob" Hyndman''' (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]]<ref>{{Cite web
'''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
|title = Rob Hyndman - Monash University
|title = Rob Hyndman - Monash University
|publisher = [[Monash University]]
|publisher = [[Monash University]]
|accessdate = 2018-04-23
|accessdate = 2018-04-23
|url = https://research.monash.edu/en/persons/rob-hyndman
|url = https://research.monash.edu/en/persons/rob-hyndman
|df = dmy-all
|df = dmy-all
|archive-date = 31 December 2021
⚫
}}</ref> and was Editor-in-Chief of the ''[[International Journal of Forecasting]]'' from 2005-2018.<ref>{{Cite web
|archive-url = https://web.archive.org/web/20211231114950/https://research.monash.edu/en/persons/rob-hyndman
|url-status = live
⚫
}}</ref> and was Editor-in-Chief of the ''[[International Journal of Forecasting]]'' from 2005–2018.<ref>{{Cite journal
| title = Editors
| title = Editors
| journal=International Journal of Forecasting
| journal = International Journal of Forecasting
| accessdate = 2010-05-20
| accessdate = 2010-05-20
| url = http://www.forecasters.org/ijf/editors
| url = http://www.forecasters.org/ijf/editors
| archive-date = 12 May 2010
⚫
}}</ref> In 2007 he won the [[Moran Medal]] from the [[Australian Academy of Science]] for his contributions to statistical research.<ref>{{Cite web
| archive-url = https://web.archive.org/web/20100512035243/http://www.forecasters.org/ijf/editors
| url-status = live
⚫
}}</ref> In 2007, he won the [[Moran Medal]] from the [[Australian Academy of Science]] for his contributions to statistical research.<ref>{{Cite web
|title = Rob Hyndman awarded with prestigious Moran Medal
|title = Rob Hyndman awarded with prestigious Moran Medal
|publisher = Monash University Business and Economics
|publisher = Monash University Business and Economics
⚫
|date = 5 June 2007
|accessdate = 2010-05-20
|accessdate = 2010-05-20
|url = http://www.buseco.monash.edu.au/news/2007/june/moran-medal.html
|url = http://www.buseco.monash.edu.au/news/2007/june/moran-medal.html
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|archivedate = 14 September 2010
|archivedate = 14 September 2010
|df = dmy-all
|df = dmy-all
}}</ref> In 2021, he won the [[Pitman Medal]] from the [[Statistical Society of Australia]].<ref>{{Cite web
|title = Pitman Medal Recipients
|publisher = Statistical Society of Australia
|accessdate = 2021-07-28
|url = https://www.statsoc.org.au/Pitman-Medal-Recipients
⚫
|df = dmy-all
|archive-date = 5 March 2022
|archive-url = https://web.archive.org/web/20220305205455/https://www.statsoc.org.au/Pitman-Medal-Recipients
|url-status = live
}}</ref>
}}</ref>


⚫
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.
Hyndman grew up in [[Beechworth, Victoria]] and moved to Melbourne at the age of 15. He studied statistics and mathematics at the [[University of Melbourne]], graduating with first class honours in 1988. He completed his PhD at the same university in 1993.


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 was a well known and very active member of the [[Christadelphian]] church. He spoke at many [[Christadelphian]] gatherings and conferences across Australia and overseas, as well as authoring several books on the Bible.<ref>http://bethelbooks.com/</ref> In 2013, however, he gave up his religious beliefs for lack of evidence of the existence of a god and wrote a book to explain his deconversion, under the title [https://robjhyndman.com/unbelievable/ "Unbelievable"].

⚫
Hyndman is co-creator and proponent of the scale-independent forecast error measurement metric [[Mean absolute scaled error (MASE)|Mean Absolute Scaled Error (MASE)]].<ref>{{Cite journal|last=Hyndman|first=Rob J.|last2=Koehler|first2=Anne B.|date=2006-10-01|title=Another look at measures of forecast accuracy|url=http://www.sciencedirect.com/science/article/pii/S0169207006000239|journal=International Journal of Forecasting|language=en|volume=22|issue=4|pages=679–688|doi=10.1016/j.ijforecast.2006.03.001|issn=0169-2070}}</ref> Common metrics of forecast error, such as [[Mean absolute error|Mean Absolute Error]], Geometric Mean Absolute Error, and [[Mean squared error|Mean Square 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.


==Major books==
==Major books==
# Makridakis, S., Wheelwright, S., and Hyndman, R.J. (1998) ''[http://robjhyndman.com/forecasting Forecasting: methods and applications]'', Wiley.
* Makridakis, S., Wheelwright, S., and Hyndman, R.J. (1998) ''[http://robjhyndman.com/forecasting Forecasting: methods and applications]'', Wiley.
# Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D. (2008) ''[http://www.exponentialsmoothing.net Forecasting with exponential smoothing: the state space approach]'', Springer.
* Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D. (2008) ''[http://www.exponentialsmoothing.net Forecasting with exponential smoothing: the state space approach]'', Springer.
# Hyndman, R.J., and Athanasopoulos, G. (2014) ''[http://www.otexts.org/fpp Forecasting: principles and practice]'', OTexts.
* Hyndman, R.J., and Athanasopoulos, G. (2014) ''[http://www.otexts.org/fpp Forecasting: principles and practice]'', OTexts. (self-published)
# Hyndman, R.J. (2015) ''[http://robjhyndman.com/unbelievable/ Unbelievable]'', CreateSpace.
* Hyndman, R.J. (2015) ''[http://robjhyndman.com/unbelievable/ Unbelievable]'', [[CreateSpace]]. (self-published)

==See also==
* [[Mean absolute scaled error]]


==References==
==References==
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{{Authority control}}
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{{DEFAULTSORT:Hyndman, Rob}}
{{DEFAULTSORT:Hyndman, Rob}}
[[Category:1967 births]]
[[Category:1967 births]]
[[Category:Living people]]
[[Category:Living people]]
[[Category:Australian statisticians]]
[[Category:Australian statisticians]]
[[Category:Monash University faculty]]
[[Category:Academic staff of Monash University]]
[[Category:University of Melbourne alumni]]
[[Category:University of Melbourne alumni]]
[[Category:People from Beechworth]]
[[Category:Fellows of the Academy of the Social Sciences in Australia]]
[[Category:Fellows of the Australian Academy of Science]]

Latest revision as of 06:30, 15 November 2024

Rob J. Hyndman
FAA FASSA
Born (1967-05-02) 2 May 1967 (age 57)
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 (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

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References

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  1. ^ a b "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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