Research grants
- 2020-2024: ARC Industrial Transformation Training Centre. "Optimisation Technologies, Integrated Methodologies, and Applications (OPTIMA)". Chief Investigators: Smith-Miles, Stuckey, Taylor, Ernst, Aickelin, Garcia de la Banda, Pearce, Wallace, Bondell, Hyndman, Alpcan, Thomas, Anjomshoa, Kirley, Tack, Costa, Fackrell, Zhang, Glazebrook, Branke, O’Sullivan, O’Shea, Cheah, Meehan, Wetenhall, Bowly, Bridge, Faka, Mareels, Coleman, Crook.
- 2017–2021 “ARC Centre of Excellence for Mathematical and Statistical Frontiers”. Chief Investigators: N Bean, K Burrage, J de Gier, A Delaigle, P Forrester, T Garoni, RJ Hyndman, R Kohn, D Kroese, K Mengersen, A Pettit, P Pollet, M Roughan, L Ryan, S Sisson, K Smith-Miles, P Taylor, I Turner, M Wand, Y-G Wang.
| Project ID | Chief Investigators | Project Title | Partner Org |
|---|---|---|---|
| LP210301239 | Ailleres, L., Jessell, M., Grose, L., Tanaka, E., Brodaric, B., Parquer, M., de Kemp, E., Droniou, J., Armit, R., Kemp, C., Cruden, S., Lindsay, M., Giraud, J., Kelka, U., Laurent, G., Caumon, G., Ogarko, V., Wellmann, J. F., Betts, P., Pirot, G., Rawling, T., Bonnardot, M., Murdie, R. E., Gessner, K., Robertson, K., Dutch, R. A., Jackson, D., Spampinato, G., Bombardieri, D., Brown, D., McLean, M. & Heaven, R. | Three-dimensional Bayesian Modelling of Geological and Geophysical data | Partners |
| LP180101151 | K Mengersen, RJ Hyndman, E Peterson, J McGree, R Turner, P Maxwell, B Liquet, J Jones. | Revolutionising water-quality monitoring in the information age. | Queensland Dept of Environment & Science; Healthy Land and Water. |
| LP160101885 | Kate Smith-Miles, Rob Hyndman | Intruder alert! detecting and classifying events in noisy time series | Future fibre technologies limited |
| LP160101038 | Bonsoo Koo, Zili Zhu, David Cox, Douglas McBirnie | Towards a superannuation system fit for the future | CSIRO Challenger Ltd Accurium Pty Ltd |
Project ID | Chief Investigators | Project Title | Funding Years |
|---|---|---|---|
| DE230100029 | Loaiza Maya, R. | Variational Inference for Intractable and Misspecified State Space Models | 2023-2025 |
DP210100652 | Tatsushi Oka | Estimating and Testing Heterogeneous Structural Changes | 2021 – 2023 |
DP210100476 | Bin Peng; Wenying Yao | New Insights on Modelling Time Trends with Panel Data: Theory and Practice | 2021 – 2023 |
DP210101440 | Seojeong Lee; Bonsoo Koo | Statistical Analysis of State-Dependent Government Spending Multipliers | 2021 – 2023 |
DP210103094 | Donald Poskitt; Xueyan Zhao; Firmin Sabro Doko Tchatoka | Identification Power and Instrument Strength in Discrete Outcome Models | 2021 - 2023 |
| DP200102769 | Heather Anderson; Jiti Gao; Farshid Vahid; Wei Wei; Peter Phillips, Oliver Linton, Asger Lunde | New methods for modelling complex trends in climate and energy time series. | 2020-2022 |
| DP200101414 | Gael Martin; David Frazier; Rob Hyndman; Worapree Maneesoonthorn | Loss-based Bayesian Prediction. | 2020-2022 |
| DE200101070 | David Frazier | Consequences of Model Misspecification in Approximate Bayesian Computation | 2020-2022 |
| DE200100693 | Benjamin Wong | Financial Cycles and the Macroeconomy | 2020-2022 |
| DP190101152 | Tatsushi Oka, Tong Li | Econometric methods for distributional policy effect | 2019-2021 |
| DP190100202 | James Morley, Yunjong Eo; Benjamin Wong | Understanding the sources of secular stagnation | 2019-2021 |
| DP180102538 | Liana Jacobi, Dan Zhu | Prior sensitivity analysis for Bayesian Markov chain Monte Carlo output | 2018-2020 |
| DE170100713 | Bonsoo Koo | Nonparametric estimation and forecasting of yield curve dynamics | 2017-2019 |
| DP170104421 | Jiti Gao | Econometric model building and estimation | 2017-2019 |
| DP170100729 | Gael Martin, David Frazier, Christian Robert, Eric Renault | The validation of approximate Bayesian computation. | 2017-2019 |
| DP170103135 | Vasilis Sarafidis, Takashi Yamagata | Micro-panel data with non-linear error components | 2017-2019 |
| DP170103884 | German Valencia, Dianne Cook, Csaba Balazs, Andreas Buja, Marzia Rosati | Visualisation of multidimensional physics data. | 2017-2019 |
| DP150104292 | Heather Anderson, Bonsoo Koo, Myung Seo | Forecasting when model stability is uncertain | 2015-2017 |
| DP150101012 | Jiti Gao, Peter Phillips | Non- and Semi-Parametric Panel Data Models: Theory and Applications | 2015-2019 |
| DP150101728 | Gael Martin, Catherine Forbes, Brendan McCabe, Christian Robert | Approximate Bayesian Computation in State Space Models | 2015-2017 |
| DP150100210 | Mervyn Silvapulle, Davide La Vecchia, Marc Hallin | Robust Methods for Heteroscedastic Regression Models for Time Series | 2015-2017 |
| DP140100743 | Mark Harris, David Harris, Brenda Gannon | Threshold Models in Micro-Econometrics with Applications to Health | 2014-2016 |
| DP140103220 | Anastasios Panagiotelis, George Athanasopoulos, Rob Hyndman, Farshid Vahid | Macroeconomic Forecasting in a Big Data World | 2014-2016 |
| DP140102345 | Xueyan Zhao, Don Poskitt, Frank Windmejer | Partial Identification of Treatment Effect in Binary Response Models with Applications in Health | 2014-2016 |
| DP140100673 | Bill Griffiths, Duangkamon Chotikapanich, Prasada Rao | Modelling Income Distributions over Space and Time: 1985-2010 | 2014-2016 |
2022-2023, Schmidt, D., Koo, B. & Hyndman, R., SETAR-Tree: Global model-based forecasting with Trees and Threshold Autoregressive Models, Meta Platforms Inc
2020-2021. K Ackermann, P Raschky, S Angus. ‘The Expansion of the Internet and Economic Growth Worldwide’. Funding from Facebook Research
- 2019-2020: C Bergmeir, F Vahid, RJ Hyndman. “Application of advanced short term power generation forecasting technology for wind and solar farms”. Funding from Advisian.
2020 RJ Hyndman, G Athanasopoulos. "Review of Australian tourism forecasting models". Funding from Australian Trade and Investment Commission.
2019-2020: RJ Hyndman, M O'Hara-Wild "Modelling of bore water levels in NSW". Funding from the Office of the NSW Chief Scientist and Engineer.
- 2017–2018 RJ Hyndman, S Ben Taieb, C Bergmeir. “Demand forecasting for large-scale dynamic hierarchies in a big data environment”. Funding from Huawei Innovation Research Program.
2017–2021 B Inder, "Research on Key Issues for Economic Development in Timor-Leste" partnered with Cardno Emerging Markets / DFAT
- 2018–2019 P Silvapulle, N Bailey, "Big data analytic approach to assessing impacts of harmful temperatures on wheat crops in northern Victoria: regional economic impacts and opportunities for adaptation" funded by Department of Environment, Land,Water and Planning (DELWP)
2017–2019 B Koo, A Pantelous, "RiskLab Projects - Actuarial Sciences" funded by Data61- CSIRO
2017–2019 RJ Hyndman, D Cook, "RiskLab Projects - Econometrics" funded by Data61- CSIRO
2018 RJ Hyndman, "Identifying anomalies in water quality data from Queensland rivers", partnered with QUT and Queensland Department of Environment and Science
2019–2019 RJ Hyndman, Christoph Bergmeir. “DeepForecast: Leveraging forecasts on large scales of related time series”. Funding from Facebook Research
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