Research grants

Project ID Chief Investigators Project Title Partner Org
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 
Challenger Ltd
Accurium Pty Ltd
Project ID Chief Investigators Project Title Funding Years
DP200102769Heather Anderson*; Jiti Gao*; Farshid Vahid*; Wei Wei*; Peter Phillips, Oliver Linton, Asger LundeNew methods for modelling complex trends in climate and energy time series.2020-2022
DP200101414Gael Martin*; David Frazier*; Rob Hyndman*; Worapree ManeesoonthornLoss-based Bayesian Prediction.2020-2022
DE200101070Dr David FrazierConsequences of Model Misspecification in Approximate Bayesian Computation2020-2022
DE200100693Dr Benjamin WongFinancial Cycles and the Macroeconomy2020-2022
DP190101152Dr Tatsushi Oka*, Professor Tong LiEconometric methods for distributional policy effect2019-2021
DP190100202Professor James Morley, Dr Yunjong Eo; Dr Benjamin Wong*Understanding the sources of secular stagnation2019-2021
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

DP170100729 Gael Martin*, David Frazier*, Christian Robert, Eric Renault* The validation of approximate Bayesian computation. 2017-2019

Vasilis Sarafidis*, Professor Takashi Yamagata

Micro-panel data with non-linear error components

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

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
  • 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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