Rob J. Hyndman

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

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 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.[4] 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 "Unbelievable".

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 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.[6] It allows for comparison between models due to its scale-free property.

Major books
  1. Makridakis, S., Wheelwright, S., and Hyndman, R.J. (1998) Forecasting: methods and applications, Wiley.
  2. Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D. (2008) Forecasting with exponential smoothing: the state space approach, Springer.
  3. Hyndman, R.J., and Athanasopoulos, G. (2014) Forecasting: principles and practice, OTexts.
  4. Hyndman, R.J. (2015) Unbelievable, CreateSpace.
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See also

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. http://bethelbooks.com/
  5. 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.
  6. Hyndman, Rob. (2006). Another Look at Forecast Accuracy Metrics for Intermittent Demand. Foresight: The International Journal of Applied Forecasting. 4. 43-46.
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