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SA Branch E.A. Cornish Lecture - Rob Hyndman

  • 17 Nov 2021
  • 6:00 PM - 7:30 PM
  • Room 108 Napier Building, Adelaide University

E. A. Cornish Memorial Lecture Announcement

South Australian Branch of the Statistical Society of Australia

 

The South Australian Branch of the Statistical Society warmly invite you to attend the 2021 E.A. Cornish Memorial Lecture, to be given by Professor Rob Hyndman held every two years, this lecture is the highlight of our speaker program and we look forward to seeing you there.

 

Date:  WEDNESDAY 17 NOVEMBER 2021

 

Venue: Room 108 Napier Building, Adelaide University.

 

Time:   6.05pm    E. A. Cornish Memorial Lecture.

            7.30pm     A dinner will be held after the meeting at Lemongrass Thai Bistro 289 Rundle Street, Adelaide.

 

Please RSVP for dinner to Paul Sutcliffe (sutters@bigpond.net.au) by 7pm Monday 15th November 2021.

 

Zoom: If you are unable to attend in person you can join via Zoom:

Join from a PC, Mac, iPad, iPhone or Android device:

https://adelaide.zoom.us/j/83059348564?pwd=YmtJV0U4YzRaV0h0blVnSGdtWVZFQT09&from=addon

Passcode: 887275

 

Join from a H.323/SIP room system:

Dial: 83059348564@zoom.aarnet.edu.au

or SIP:83059348564@zmau.us

or 103.122.166.55 (Australia)

Meeting ID: 830 5934 8564

H323/SIP Passcode: 887275

 

Speaker: Professor Rob Hyndman, Monash University.

 

Topic: Feasts and fables: modern tools for time series analysis

 

Abstract: It is now common for organizations to collect huge amounts of data over time, and existing time series analysis tools are not always able to handle the scale, frequency and structure of the data collected. I will demonstrate some new tools and methods that have been developed to handle the analysis of large collections of time series. These include a feature-based approach for exploring time series data in high dimensions, and to allow anomalous time series to be identified within a collection of time series. I will also show how automated large-scale probabilistic forecasting is now very easy to do. No knowledge of time series analysis or forecasting will be assumed! The ideas will be illustrated using the tsibble, feasts and fable packages for R.

 

 

Biography: Professor Rob J Hyndman FAA FASSA is a Professor of Statistics and Head of the Department of Econometrics and Business Statistics.

 

His academic qualifications include a Bachelor of Science (Honours) and a PhD from the University of Melbourne. He is an accredited statistician with the Statistical Society of Australia.

 

He is an elected Fellow of both the Australian Academy of Science, and the Academy of the Social Sciences in Australia.

 

Rob has researched and consulted with a wide range of business, industry and government clients. His work has included forecasting COVID-19 cases, demand forecasting for the electricity industry, estimating life expectancy for the Australian indigenous population, and forecasting Australian tourism demand.

 

He is an elected fellow of the International Institute of Forecasters, an elected member of the International Statistical Institute, and a member of the International Association for Statistical Computing, Institute of Mathematical Statistics, and the Statistical Society of Australia. He was editor-in-chief of International Journal of Forecasting from 2005-2018.

 

Rob has received several prestigious awards for his research including the 2007 Moran Medal from the Australian Academy of Science, and the 2021 Pitman Medal from the Statistical Society of Australia. He has also been a recipient of the Dean’s Award for Innovation in Learning and Teaching (2020), the Dean's Award for Excellence in Innovation and External Collaboration (2010), the HP Innovation Research Award (2010), the Vice Chancellor's Award for Postgraduate Supervision (2008) and the Dean's award for Excellence in Research (2008).

 

Rob's research interests include forecasting, time series analysis, computational statistics, anomaly detection, and exploratory data analysis. He has also supervised more than 30 PhD and Masters students, with current projects including energy analytics, data visualization, hierarchical forecasting, anomaly detection and time series forecasting.

 

Personal Website: https://robjhyndman.com/

 

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The E.A. Cornish Lecture Series

 

The Statistical Society of Australia, South Australian Branch, inaugurated a series of public lectures on statistical topics of broad interest in 2001. The lecture series has been named to commemorate Alf Cornish, a leading figure in the early years of the statistical profession in Adelaide.

 

The lectures are held biennially and presented by eminent statisticians from around the world. Previous presenters of the Cornish Lecture have been

2001 -   Professor Terry Speed on the topic "Gene Expression"

2003 -   Professor Adrian Baddeley on "Practical analysis of spatial points patterns"

2005 -   Professor Kerrie Mengersen on "Making Decisions Based on Data"

2007 -   Denis Trewin “Statistical Critique of the International Panel on Climate Change’s work on Climate Change”

2009 -   Dr Louise Ryan “Data, data everywhere!”.

2011 -   Professor Peter Diggle on “A Tale of Two Parasites: Model-based Geostatistics and River Blindness in Equatorial Africa”

2013 -   Professor Noel Cressie "Statistical Science: A Tale of Two Unknowns"

2015 -   Professor John Carlin "Statistics and statisticians in real-world research: science or snake-oil?"

2017 -   Professor Robert Elliott, "New Ideas in an Old Framework"

2019 -   Distinguished Professor Marti J. Anderson, “ Nonlinear models of species-environment relationships, with modern tools for misbehaving errors”

 

Edmund Alfred Cornish (1909 - 1973)

 

E.A. Cornish graduated from Melbourne University in 1931 with first class honours in Agricultural Biochemistry, Agricultural Engineering and Surveying. While working as an agrostologist (specialist in grasses) at the Waite Research Institute, a centre for agricultural research and development in Adelaide, he became interested in statistical issues arising in agriculture. His interest in patterns of rainfall and their relationship to the yield of natural pastures continued throughout his life.

 

In 1937 he took a leave of absence at his own expense to study statistics with R.A. Fisher in London. On his return, he was appointed statistician to the Waite Institute. In 1940 he was appointed as Officer-in-Charge of the Biometric Section of the Council for Scientific and Industrial Research (CSIR, now CSIRO) in Melbourne. Under his leadership, the Biometric Section grew, attracting such high calibre scientists as Evan Williams, George McIntyre and Helen Newton Turner. In 1944 the headquarters of the Section was moved to Adelaide and renamed the Mathematical Statistics Section; in 1954 it became the Division of Mathematical Statistics (DMS), with Cornish as its first Chief. Under his leadership DMS grew to 50 staff at his death in 1973.

 

During the late 1950’s, the University of Adelaide had become aware of the importance of mathematical statistics and appointed Cornish as Foundation Professor of Mathematical Statistics at the University of Adelaide from 1960 until 1965, when his former student Alan James returned from Yale to take over the role.

 

While his name is perhaps most often heard in connection with the Cornish-Fisher expansion of quantiles of the distribution of a mean in terms of cumulants, his contributions to statistics and the profession were broad and of considerable significance for the development of statistics in Australia.

 

In addition to his early work on rainfall, he published extensively on experimental designs and analysis of experimental data, particularly in the presence of missing values. His work with Fisher led him to a strong interest in fiducial theory. This led him to develop ground-breaking ideas in multivariate analysis, including the development of a multivariate t -distribution to obtain fiducial distributions of multivariate means.

 

He was enthusiastic about the use of electronic computers in statistical work, perhaps as a result of his work on climatology, which involved the calculation and modelling of 90585 correlation coefficients. He appreciated early the potential for simulation to answer intractable statistical problems, and promoted the establishment of CSIRO’s Division of Computing Research, whose successor, the Division of Information Technology joined with Division of Mathematics and Statistics (DMS) to form the Division of Mathematical and Information Sciences, which currently is known as Data61 (the largest data innovation group in Australia).

 

He was a Fellow of the Australian Institute of Agricultural Science, an Honorary Fellow of the Royal Statistical Society and a Fellow of the Australian Academy of Science. He also served as President of the international Biometric Society and of the Australasian Region.

 

Alf Cornish laid the foundations for the strong tradition of experimental and theoretical statistics in Adelaide and it is fitting that his name should be associated with a series that will bring eminent statisticians to Adelaide to support the ongoing strength of the statistical profession here.

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