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Rob J. Hyndman
Australian statistician (born 1967) From Wikipedia, the free encyclopedia
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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]
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Major books
- 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)
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References
External links
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