A blog by Rob J Hyndman 

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Advice to PhD applicants

Published on 3 November 2010

For stu­dents who are inter­ested in doing a PhD at Monash under my supervision.

First, read the instruc­tions on how to apply.

Sec­ond, poke around my web­site to see the sorts of top­ics I work on. There’s no point ask­ing to do a PhD with me if you want to do research on some­thing I don’t know much about. In par­tic­u­lar, please note that I’m not really inter­ested in finance or eco­nom­ics. There are some excel­lent researchers at Monash on both top­ics, but I’m not one of them.

If you’re still inter­ested, here is what I nor­mally expect. You should have a strong back­ground in sta­tis­tics or econo­met­rics (at least hon­ours or Mas­ters level) along with some math­e­mat­ics and com­put­ing. It is essen­tial that you have stud­ied some matrix alge­bra, mul­ti­vari­ate cal­cu­lus and opti­miza­tion. You should be capa­ble of pro­gram­ming with a high level lan­guage such as R or Mat­lab; if you can write in C as well, even better.

Stu­dents who strug­gle either find they don’t know enough math­e­mat­ics (or didn’t pay atten­tion when they learned it), or they don’t know enough com­put­ing. I don’t expect stu­dents to be whiz pro­gram­mers, but I do expect them to know about for loops, if state­ments, local vari­ables and func­tions, and I assume they have some idea about non­lin­ear optimization.

I do not expect that you have stud­ied spe­cific top­ics close to my research such as time series analy­sis, fore­cast­ing, non­para­met­ric smooth­ing, etc. If you have a solid back­ground in sta­tis­tics and math­e­mat­ics, then you’ll pick up the nec­es­sary mate­r­ial eas­ily enough.

Much of the first year of a PhD is spent in read­ing the rel­e­vant back­ground lit­er­a­ture and devel­op­ing some nec­es­sary research skills. Most stu­dents have not pro­duced any­thing pub­lish­able after one year, but they will usu­ally have devel­oped good research skills, have read a lot of papers and will be ready to start doing some research of their own.

I expect all my PhD stu­dents to have read all of the archives of this blog (even the jokes page) and to sub­scribe to new posts. The pri­mary pur­pose of the blog is to dis­cuss research issues that stu­dents work­ing with me should know about.

Most stu­dents will need a schol­ar­ship. There are two main appli­ca­tion rounds for PhD schol­ar­ships at Monash: 31 Octo­ber and 31 May. Check out the instruc­tions for schol­ar­ship appli­ca­tions. Schol­ar­ships are highly com­pet­i­tive and we receive many appli­ca­tions from stu­dents around the world. You would nor­mally need first class hon­ours from an excel­lent uni­ver­sity to be in the run­ning for a schol­ar­ship. Inter­na­tional stu­dents will also need to have sat­is­fied the Eng­lish lan­guage require­ments.

If you’re think­ing of apply­ing in the next round, use the time between now and then to pre­pare — learn R, revise your math­e­mat­ics, read some research papers, and pre­pare a research pro­posal.


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