Skip to content

Rob Hyndman

  • Professor of Statistics
  • Monash University
  • 38h-indexImpact measure calculated using publication and citation counts. Updated daily.
  • 7015CitationsNumber of citations received by Rob's publications. Updated daily.

Other IDs

Research interests

functional datacomputational statisticsnonparametric smoothingForecasting


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.


Co-authors (137)

Recent publications

  • Prospective Life Tables

    • Booth H
    • Hyndman R
    • Tickle L
  • Time Series Data Library

    • Hyndman R

Professional experience

Professor of Statistics

Monash University

November 2003 - Present



The University of Melbourne

January 1990 - October 1992(3 years)

BSc (Hons)

The University of Melbourne

March 1985 - November 1988(4 years)