Rob J Hyndman

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Research team

Research team, May 2009. Back row: PhD stu­dents. Front row: Post-​​doctoral research fel­lows and me.

 

Cur­rent research fellows

  • Shu Fan. Work­ing on elec­tri­city demand forecasting.

Cur­rent post­gradu­ate students

  1. Alex­an­der Dok­u­mentov, Fore­cast­ing life expect­ancy: a func­tional data approach (Ph.D., begun 2011).
  2. Lidong Huang. Fore­cast­ing time series of counts (Ph.D., begun 2010).
  3. Atikur Khan. Sin­gu­lar spec­trum ana­lysis. (Ph.D., begun 2009).
  4. Andrey Kos­tenko. Inter­mit­tent demand fore­cast­ing. (Ph.D., begun 2007).
  5. Ahmad Farid Osman. Fore­cast­ing Malay­sian tour­ism. (Ph.D., begun 2008).
  6. Souhaib Ben Taieb. Strategies for multi-​​step time series fore­cast­ing. (Ph.D., begun 2010).
  7. Thil­ak­sha Thar­anganie. Dens­ity fore­cast­ing using a func­tional data approach. (M.Phil., begun 2011).

Former research fellows

Former post­gradu­ate students

  1. Roman Akhter Ahmed. Fore­cast­ing hier­arch­ical time series. (Ph.D., gradu­ated 2009). Now work­ing in the Depart­ment of Epi­demi­ology and Pre­vent­ive Medi­cine at Mon­ash University.
  2. Muhammad Akram. Sta­bil­ity prop­er­ties of state space mod­els for expo­nen­tial smooth­ing, (Ph.D., gradu­ated 2005). Now a Research Fel­low in the Depart­ment of Epi­demi­ology and Pre­vent­ive Medi­cine at Mon­ash University.
  3. Sen­garapil­lai Arivalza­han. Dis­crim­in­a­tion and clas­si­fic­a­tion in func­tional data ana­lysis, (Ph.D., gradu­ated 2008). Now a Lec­turer in Stat­ist­ics at Uni­ver­sity of Jaffna, Sri Lanka.
  4. David Bashtannyk. Ker­nel con­di­tional dens­ity estim­a­tion, (Ph.D., gradu­ated 2001). Now a credit risk man­ager at Esanda.
  5. Ashton de Silva. Vec­tor innov­a­tions struc­tural time series frame­work. (Ph.D.,completed 2007). Now a lec­turer in the School of Eco­nom­ics, Fin­ance and Mar­ket­ing at RMIT.
  6. Bircan Erbas. Stat­ist­ical meth­od­o­lo­gical issues in stud­ies of res­pir­at­ory dis­ease and air pol­lu­tion, (Ph.D., Uni of Mel­bourne, gradu­ated 2001). Now a senior lec­turer in the School of Pub­lic Health at La Trobe University.
  7. Abdul Aziz Hayat. Identi­fy­ing GDP volat­il­ity and mod­el­ing chan­ging sea­son­al­ity. (Ph.D., gradu­ated 2007). Now a lec­turer in the School of Account­ing, Eco­nom­ics and Fin­ance, Deakin Uni­ver­sity.
  8. Yeas­min Khandakar. Auto­matic ARIMA fore­cast­ing. (Ph.D., com­pleted 2010). Now a teacher at Mon­ash Col­lege.
  9. Hugh O’Reilly. Ana­lysis of trad­ing strategies for futures mar­kets. (M.Com., gradu­ated 2004). Now a lec­turer at Mon­ash University’s Pen­in­sula campus.
  10. Ivet Pitrun. Smooth­ing splines in non­para­met­ric regres­sion, (Ph.D., gradu­ated 2002). Now a teacher at Mon­ash Col­lege.
  11. Han Lin Shang. Visu­al­iz­ing and fore­cast­ing func­tional time series. (Ph.D., gradu­ated 2010). Win­ner of Mol­lie Hol­man doc­toral medal in Busi­ness & Eco­nom­ics, 2010. Now a postdoc­toral research fel­low in Depart­ment of Eco­no­met­rics & Busi­ness Stat­ist­ics, Mon­ash Uni­ver­sity (Caulfield campus).
  12. Leanna Tedesco. Non-​​Gaussian first order autore­gress­ive time series mod­els. (M.Sc., Uni of Mel­bourne, gradu­ated 1995). Now work­ing for AEMO.
  13. Shahid Ullah. Demo­graphic fore­cast­ing using func­tional data ana­lysis. (Ph.D., gradu­ated 2007). Now a Senior Lec­turer in Bio­s­tat­ist­ics at Flinders Uni­ver­sity School of Medi­cine.
  14. Laura Vil­lan­ova. Response sur­face optim­iz­a­tion for high-​​dimensional sys­tems with mul­tiple responses. (Ph.D., gradu­ated 2010). Now at Ceramic Fuel Cells Lim­ited.
  15. Xiaozhe (Cath­er­ine) Wang. Characteristic-​​based fore­cast­ing for time series data, (Ph.D., gradu­ated 2005). Win­ner of Mol­lie Hol­man doc­toral medal in IT, 2005. Now at SAS, North Car­o­lina, USA.
  16. Farah Yas­meen. Func­tional lin­ear mod­els for mor­tal­ity fore­cast­ing. (Ph.D., gradu­ated 2011). Now at the Uni­ver­sity of Kara­chi, Pakistan.
  17. Bruce Yu. Ana­lysis of flood fre­quency data. (M.Sc., gradu­ated 1998).

Some of my co-​​authors