Rob J Hyndman
Professor of Statistics, Monash UniversityClayton North, Australia
Research field: Mathematics - Statistics
Forecasting, nonparametric smoothing, computational statistics, functional data
Publications
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Journal Article (101)
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Rob J Hyndman, Heather Booth, Farah Yasmeen (2012) Coherent mortality forecasting: the product-ratio method with functional time series models. In Demography.Download PDF (1.2 MB)
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Bircan Erbas, Shahid Ullah, Rob J Hyndman et al. (2012) Forecasts of COPD mortality in Australia: 2006-2025., 17. In BMC medical research methodology 12 (1).Download PDF (430.91 KB)
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Bircan Erbas, Shahid Ullah, Rob J Hyndman et al. (2012) Forecasts of COPD mortality in Australia: 2006-2025.. In BMC medical research methodology.Download PDF (458.09 KB)
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Shu Fan, Rob J Hyndman (2012) Short-term load forecasting based on a semi-parametric additive model, 134-141. In IEEE Transactions on Power Systems 27 (1).Download PDF (586.63 KB)
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Alysha M De Livera, Rob J Hyndman, Ralph D Snyder (2011) Forecasting time series with complex seasonal patterns using exponential smoothing, 1513-1527. In Journal of the American Statistical Association 106 (496).Download PDF (901.39 KB)
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Jae H Kim, Iain Fraser, Rob J Hyndman (2011) Improved interval estimation of long run response from a dynamic linear model: A highest density region approach, 2477-2489. In Computational Statistics and Data Analysis 55 (8).Download PDF (206.09 KB)
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John L Pearce, Jason Beringer, Neville Nicholls et al. (2011) Investigating the influence of synoptic-scale meteorology on air quality using self-organizing maps and generalized additive modelling, 128-136. In Atmospheric Environment 45 (1).Download PDF (1.03 MB)
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Davide Carta, Laura Villanova, Stefano Costacurta et al. (2011) Method for optimizing coating properties based on an evolutionary algorithm approach., 6373-6380. In Analytical Chemistry 83 (16).Download PDF (4.02 MB)
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Han Lin Shang, Rob J Hyndman (2011) Nonparametric time series forecasting with dynamic updating, 1310-1324. In Mathematics and Computers in Simulation 81 (7).Download PDF (556.53 KB)
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Book (13)
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Rob J Hyndman, Anne B Koehler, J Keith Ord et al. (2008) Forecasting with exponential smoothing: the state space approach. In Springer-Verlag.Download PDF (2.09 MB)
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Rob J Hyndman (2007) The Times: a chronology of the Bible. In Christadelphian Scripture Study Service.Download PDF (306.7 KB)
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Rob J Hyndman (2006) Getting to know the Bible better. In Dandenong Bible Education Centre.Download PDF (4.54 MB)
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Rob J Hyndman (2004) The Bible readers' handbook. In Dandenong Bible Education Centre.Download PDF (2.62 MB)
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Rob J Hyndman (2003) Bible teaching on managing your money. In Printland publishers.Download PDF (139.88 KB)
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Rob J Hyndman (2000) The Christadelphians: introducing a Bible-based community. In Printland publishers.Download PDF (101.65 KB)
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Rob J Hyndman (2000) The story of the Bible. In Bethel Publications.Download PDF (7.67 MB)
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Spyros G Makridakis, Steven C Wheelwright, Rob J Hyndman (1998) Forecasting: methods and applications. In John Wiley & Sons.Download PDF (3.97 MB)
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Rob J Hyndman (1998) Learn to read the Bible effectively. In Bethel Publications.
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Generic (12)
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Rob J Hyndman (2011) Expsmooth package for R.
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Han Lin Shang, Rob J Hyndman (2011) Fds package for R.
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Rob J Hyndman (2011) Forecast: Forecasting functions for time series.
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Rob J Hyndman (2011) Fpp package for R.
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Han Lin Shang, Rob J Hyndman (2011) Ftsa package for R.
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Han Lin Shang, Rob J Hyndman (2011) Rainbow package for R.
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Rob J Hyndman (2010) Addb: Australian Demographic Data Bank.
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Rob J Hyndman, Roman A Ahmed, Han Lin Shang (2010) Hts: Hierarchical time series.
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Rob J Hyndman, Jochen Einbeck (2008) Hdrcde: Highest density regions and conditional density estimation.
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Book Section (8)
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Rob J Hyndman (2010) Business forecasting methods, 185-187. In International Encyclopedia of Statistical Science.Download PDF (89.26 KB)
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Rob J Hyndman (2010) Forecasting overview, 536-539. In International Encyclopedia of Statistical Science.Download PDF (90.52 KB)
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Rob J Hyndman (2010) Moving averages, 866-869. In International Encyclopedia of Statistical Science.Download PDF (92.8 KB)
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Rob J Hyndman, Han Lin Shang (2008) Bagplots, boxplots and outlier detection for functional data, 201-207. In Functional and Operatorial Statistics.Download PDF (581.73 KB)Download PDF (568.08 KB)
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Rob J Hyndman (2002) ARIMA processes, 27-28. In The Informed Student Guide to Management Science.Download PDF (74.01 KB)
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Rob J Hyndman (2002) Box-Jenkins modelling, 42-43. In The Informed Student Guide to Management Science.Download PDF (59.62 KB)
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Rob J Hyndman, Ralph D Snyder (2002) Kalman Filter, 162. In The Informed Student Guide to Management Science.Download PDF (12.91 KB)
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Rita L Axford, Gary K Grunwald, Rob J Hyndman (1995) Information technology in research. In Health informatics: an overview.Download PDF (56.77 KB)
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Conference Proceedings (9)
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Han Lin Shang, Rob J Hyndman (2010) Exploratory graphics for functional data. In Proceedings, Interface 2010: Computing Science and Statistics.Download PDF (9.59 MB)
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Laura Villanova, Paolo Falcaro, Davide Carta et al. (2010) Functionalization of microarray devices: process optimization using a multiobjective PSO and multiresponse MARS modeling. In Proceedings. 2010 IEEE congress on evolutionary computation.Download PDF (185.46 KB)
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Shu Fan, Rob J Hyndman (2010) Short-term load forecasting based on a semi-parametric additive model. In Proceedings, 20th Australasian Universities Power Engineering Conference.
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Han Lin Shang, Rob J Hyndman (2009) Nonparametric time series forecasting with dynamic updating. In 18th World IMAS/MODSIM Congress.Download PDF (727.38 KB)
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Xiaozhe Wang, Kate A Smith-Miles, Rob J Hyndman (2005) Dimension reduction for clustering time series using global characteristics, 792-795. In Lecture Notes in Computer Science, Vol.3516. Proceedings, Computaional Science -- ICCS 2005: 5th International Conference.Download PDF (203.31 KB)
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Rob J Hyndman, Md Shahid Ullah (2005) Robust forecasting of mortality and fertility rates: A functional data approach. In Proceedings, 55th session of the International Statistical Institute, Sydney, Australia, April 2005.Download PDF (101.41 KB)
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Bircan Erbas, Rob J Hyndman (2001) Statistical methodological issues in studies of air pollution and respiratory disease, 179-186. In New Trends in Statistical Modelling: Proceedings of the 16th International Workshop on Statistical Modelling, Denmark July 2001.Download PDF (161.66 KB)
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Rob J Hyndman (1999) Nonparametric additive regression models for binary time series. In Proceedings, 1999 Australasian Meeting of the Econometric Society.Download PDF (366.1 KB)
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Rob J Hyndman (1987) Calculating the odds, 139-152. In Faces of gambling, Proceedings of the second national conference of the National Association for Gambling Studies (1986).
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Working Paper (9)
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Andrey V Kostenko, Rob J Hyndman (2008) Forecasting without significance tests?.Download PDF (107.37 KB)
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Pim Ouwehand, Rob J Hyndman, Ton G de Kok et al. (2007) A state space model for exponential smoothing with group seasonality.Download PDF (245.58 KB)
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Azhong Ye, Rob J Hyndman, Zinai Li (2006) Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity.Download PDF (273.25 KB)
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Rob J Hyndman, Muhammad Akram (2006) Some nonlinear exponential smoothing models are unstable..Download PDF (211.25 KB)
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J Keith Ord, Ralph D Snyder, Anne B Koehler et al. (2005) Time series forecasting: the case for the single source of error state space approach..Download PDF (334.88 KB)
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Bircan Erbas, Rob J Hyndman (2000) Seasonal adjustment methods for the analysis of respiratory disease in environmental epidemiology.Download PDF (492.41 KB)
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Gary K Grunwald, Rob J Hyndman, Leanna M Tedesco (1996) A unified view of linear AR (1) models.Download PDF (362.94 KB)
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Rob J Hyndman (1995) The problem with Sturges' rule for constructing histograms.Download PDF (90.7 KB)
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Rob J Hyndman (1990) An algorithm for constructing highest density regions.
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Thesis (1)
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Rob J Hyndman (1992) Continuous-time threshold autoregressive modelling.Download PDF (616.61 KB)
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Biographical Information
Rob J Hyndman is Professor of Statistics and Director of the Business & Economic Forecasting Unit at Monash University, Australia. He lives in Melbourne, Australia, with his wife and four teenage children.
He completed a Science honours degree at the University of Melbourne in 1988 and a PhD on nonlinear time series modelling at the same university in 1992. After lecturing at his alma mater for two years, he moved to Monash University as a lecturer in 1995 where he has been ever since. He was promoted to a personal chair in 2003.
Rob has published widely in many areas of statistics, particularly on forecasting and nonparametric smoothing methods. He is the coauthor of the third edition of "Forecasting: methods and applications" (Wiley, 1998) with Makridakis and Wheelwright. Many university lecturers will also be familiar with his "Time Series Data Library", providing a web-based resource of 800 time series for student projects. He is also coauthor of "Forecasting with exponential smoothing: the state space approach" (Springer, 2008) with Koehler, Ord and Snyder.
Rob has served on the editorial board of the International Journal of Forecasting since 2002 and as Editor-in-Chief since 2005. In addition he served as Theory and Methods Editor of the "Australian & New Zealand Journal of Statistics" from 2001-2004.
He completed a Science honours degree at the University of Melbourne in 1988 and a PhD on nonlinear time series modelling at the same university in 1992. After lecturing at his alma mater for two years, he moved to Monash University as a lecturer in 1995 where he has been ever since. He was promoted to a personal chair in 2003.
Rob has published widely in many areas of statistics, particularly on forecasting and nonparametric smoothing methods. He is the coauthor of the third edition of "Forecasting: methods and applications" (Wiley, 1998) with Makridakis and Wheelwright. Many university lecturers will also be familiar with his "Time Series Data Library", providing a web-based resource of 800 time series for student projects. He is also coauthor of "Forecasting with exponential smoothing: the state space approach" (Springer, 2008) with Koehler, Ord and Snyder.
Rob has served on the editorial board of the International Journal of Forecasting since 2002 and as Editor-in-Chief since 2005. In addition he served as Theory and Methods Editor of the "Australian & New Zealand Journal of Statistics" from 2001-2004.
CV
Professional Experience
2003 - Present
Professor of Statistics at Monash University
Clayton North, Australia
Clayton North, Australia
Education
Jan 1990 - Oct 1992
The University of Melbourne
in Melbourne, Australia
PhD
PhD
Mar 1985 - Nov 1988
The University of Melbourne
in Melbourne, Australia
BSc (Hons)
BSc (Hons)
Contact Information
| Webpage: | robjhyndman.com |
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