Rob J. Hyndman

Robin John Hyndman (born 2 May 1967^{[citation needed]}) 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]