Research grants
- 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 |
|---|---|---|---|
| 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 |
|---|---|---|---|
| DP190101152 | Dr Tatsushi Oka*, Professor Tong Li | Econometric methods for distributional policy effect | 2019-2021 |
| DP190100202 | Professor James Morley, Dr Yunjong Eo; Dr 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*, Professor 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 |
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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