| Rob J. Hyndman | |
| Birth Date: | 2 May 1967 |
| Birth Place: | Melbourne, Victoria |
| Nationality: | Australian |
| Field: | Statistics |
| Workplaces: | Monash University |
| Alma Mater: | University of Melbourne |
| Known For: | Forecasting research |
| Prizes: | Moran Medal (2007) Pitman Medal (2021) |
| Thesis Title: | Continuous-Time Threshold Autoregressive Modelling |
| Thesis Year: | 1992 |
| Thesis Url: | http://www.robjhyndman.com/papers/PhDThesis.pdf |
| Doctoral Advisor: | Peter J. Brockwell Gary K. Grunwald |
Robin John Hyndman (born 2 May 1967) 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]