Rob J. Hyndman (Director)
Rob Hyndman is a Professor in the Department of Econometrics and Business Statistics. He has published extensively in leading statistical and forecasting journals His papers on non-Gaussian forecasting, in particular, have been very influential. He is co-author of the leading international text on business forecasting, Forecasting: methods and applications. The book has been described as “the Bible of forecasting” and is widely used around the world. Rob has consulted to many companies in the forecasting and time series area for over 20 years, and has worked with more than 200 different clients. He is Editor-in-Chief of the International Journal of Forecasting (the leading journal in the field) and was previously Theory and Methods Editor of the Australian and New Zealand Journal of Statistics (2001–2004). He was Director of the Key Centre for Statistical Science (1996-1998), Director of the Monash University Statistical Consulting Service (1997-1998), and is currently Director of Consulting in Econometrics and Business Statistics.
Homepage: www-personal.buseco.monash.edu.au/~hyndman/
|
 |
Ralph Snyder (Deputy Director)
Ralph Snyder is an Associate Professor in the Department of Econometrics and Business Statistics, andhas an internationally recognised research record in business forecasting and inventory control. He has published influential papers with leading international researchers in forecasting. The primary focus of his work has been on the development of a sound statistical framework for the widely used exponential smoothing forecasting methods. As a consequence of his research, it is now possible to apply maximum likelihood methods and to properly obtain prediction distributions with exponential smoothing. He has also made fundamental contributions to the allied area of Kalman filtering. In particular, his square-root filter for non-stationary time series is considered by some leading researchers in the area to be the best available.
Homepage: www-personal.buseco.monash.edu.au/~snyder/
|
 |
Muhammad Akram
Muhammad Akram is a Research Fellow with the Department of Econometrics and Business Statistics. He has a special interest in the properties of exponential smoothing models. Current research interests include time series forecasting and positive exponential smoothing.
|
 |
George Athanasopoulos
George Athanasopoulos is a Research Fellow with the Department of Econometrics and Business Statistics. His research has focused on multivariate time series analysis, forecasting, nonlinear time series models and income inequality. He has developed methodology for identifying and estimating multivariate ARIMA models. His current research interests include multivariate time series modelling and tourism forecasting.
|
 |
Catherine Forbes
Catherine Forbes is a senior lecturer in the Department of Econometrics and Business Statistics, and an experienced statistical consultant for academia, business and the manufacturing industry. Dr. Forbes is a specialist in Bayesian statistical methods and has published in the areas of financial modelling, nonlinear time series and model selection. Current research projects include forecasting the Australian business cycle and the development of Bayesian exponential smoothing methods for business forecasting.
|
 |
Kesten C. Green
Kesten Green is an authority on judgmental forecasting and on marketing research. His particular interest is forecasting methods for conflict situations such as negotiations, commercial competition, employment disputes, and warfare. He has developed a promising new forecasting method and has advanced knowledge on other methods. Findings from Dr Green's research have been published in the International Journal of Forecasting. Information on forecasting for conflicts is available at www.conflictforecasting.com.
|
 |
Simone Grose
Dr. Simone Grose is a Research Fellow with the Department of Econometrics and Business Statistics, with consulting experience in the area of modelling and forecasting consumer demand. Current research interests include the modelling and forecasting of persistant processes, testing for structural change, and the specification and estimation of large demand systems.
Homepage: www-personal.buseco.monash.edu.au/~sgrose/
|
 |
Brett Inder
Brett Inder is an Associate Professor in the Department of Econometrics and Business Statistics. He has published extensively in time series econometrics, especially in cointegration analysis - a method for the analysis of macroeconomic data. His 1993 Journal of Econometrics article is well cited, and the methodology it advocates frequently outperforms its competitors. His 1990 International Economic Review paper proposes a test for autocorrelation that has been adopted in at least two undergraduate textbooks. His work is important to developing sound macroeconomic forecasting techniques. He has been the main supervisor for 7 completed PhD students, with 5 now lecturing at top Universities. He received two Large ARC grants during the 1990's.
|
 |
Jae Kim
Dr. Jae H. Kim is a senior lecturer in the Department of Econometrics and Business Statistics. He has research interests in time series forecasting, econometrics, and applied forecasting. In particular, he has special interest in applying computer-intensive methods to time series forecasting. His research papers have appeared in leading international journals in forecasting and econometrics.
Homepage: www-personal.buseco.monash.edu.au/~jaekim/
|
 |
Elizabeth Ann Maharaj
Dr. Ann Maharaj is a senior lecturer in the Department of Econometrics and Business Statistics at the Caulfield Campus and has research interests in time series classification and forecasting. Her work on classifying time series has been well received at several international conferences and some of it has been published in international journals. She also has a special interest in using spectral and wavelet analysis methods to classify and forecast time series.
|
 |
Gael Martin
Dr. Gael Martin is an Associate Professor in the Department of Econometrics and Business Statistics. She has produced several important publications involving the application of Bayesian methods to forecasting problems. Her current interests include non-Gaussian data, including count data, and forecasting option price data using generalized distributions for asset prices.
|
 |
H. (Mindi) Nath
Dr. Mindi Nath is a senior lecturer in the Department of Econometrics and Business Statistics, Monash University (Berwick campus). She teaches forecasting and supervises students undertaking consulting projects for local industry. She has research interests in the area of forecasting.
|
 |
Don Poskitt
Don Poskitt is Professor in the Department of Econometrics & Business Statistics. He is also Deputy Director of the Centre for Modelling Stochastic Systems and a Fellow of the Royal Statistical Society. He has published a large number of paper in statistics and econometrics journals, and is well-known for his work on ARMA models and portfolios of time series models. He has previously worked at the Australian National University, Humbolt University of Berlin, Lehigh University, and the University of California. In 2002 he was awarded the American Statistical Association Award for Outstanding Statistical Application.
|
 |
Param Silvapulle
Param Silvapulle is an Associate Professor in the Department of Econometrics & Business Statistics. She has published extensively in time series econometrics, especially on applications in empirical finance. She has received several large ARC grants supporting her work in forecasting and applied econometrics.
|
 |
