Rob J. Hyndman

Robin John Hyndman 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]

Rob J. Hyndman

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

Hyndman is co-creator and proponent of the scale-independent forecast error measurement metric mean absolute scaled error (MASE).[4] 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.[5] 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.[6]

Major books

References
  1. "Rob Hyndman - Monash University". Monash University. Retrieved 23 April 2018.
  2. "Editors". International Journal of Forecasting. Retrieved 20 May 2010.
  3. "Rob Hyndman awarded with prestigious Moran Medal". Monash University Business and Economics. 5 June 2007. Archived from the original on 14 September 2010. Retrieved 20 May 2010.
  4. 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.
  5. Hyndman, Rob. (2006). "Another Look at Forecast Accuracy Metrics for Intermittent Demand". Foresight: The International Journal of Applied Forecasting. 4. 43–46.
  6. "Academy Fellow: Professor Rob Hyndman FASSA". Academy of the Social Sciences in Australia. Retrieved 4 December 2020.
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