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Time Series and Forecasting Research Group

Using data to make sense of business trends and forecast the future

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A collaborative approach to time series and forecasting research to inform business and policy.

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About us

We facilitate within-group and external research collaborations (promoting collaborative publications, ARC and other grant funding applications and PhD supervisions), in areas related to time series and forecasting.

What is time series?

Time Series data captures information on variables whose values change, and are collected, over time.  The time interval for collection can be anywhere from a micro second to a century, and can be synchronous or asynchronous/irregular.

Analyses of such data helps make sense of trends and gradual or abrupt changes over time – primarily by identifying patterns, associations and causation between variables. Knowledge about these matters is used in a wide variety of business and policy settings – especially in forecasting future developments and predicting behavior in real time.

Our work

In addition to ongoing research collaborations, we aim to build professional links and awareness about time series and forecasting by:

  • working towards the production of a real time, time series forecasting website, to be administered and operated by the group
  • running professional development workshops in specific areas related to time series and forecasting
  • organising and running a quality annual one day research symposium on time series and forecasting.

Past symposiums

The fifth Time Series & Forecasting SymposiumÌýwas held on Monday 20 November and Tuesday 21 November 2023.Ìý

The keynote speakers were ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌý±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýYongmiao Hong, Chinese Academy of Science and University of Chinese Academy of Science, China; ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýRob Hyndman, Monash University, Australia;Ìý±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýJiti Gao, Monash University, Australia.

Best Three-Minute Presentation Awards:ÌýWinner: Rajan Shanker, University of Sydney. Runners-up: Taiga Saito, Monash University andÌýShiqi Ye, Xiamen University and Chinese Academy of Sciences

Best Poster Awards:ÌýWinner: Taiga Saito, Monash University. Runners-up:ÌýArezoo Orooji, Macquarie University, Lin Deng, University of Melbourne

Download the program bookletÌý(PDF, 590KB)

The fourth Time Series & Forecasting SymposiumÌýwas held on Thursday 1 December and Friday 2 December 2022.Ìý

The keynote speakers were Professor Gael Martin, Monash University, Australia and Professor Rodney Strachan, University of Queensland, Australia.

Best student paper awards:ÌýYunyun Wang, Monash University (Winner); Jianjie Shi, Monash University(Runner-up)

Download the program bookletÌý(PDF, 540KB)

Our people

Ìý

  • Associate ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýShumi Akhtar, University of Sydney Business School
  • ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýJohn Buchanan, University of SydneyÌý Business School
  • Associate ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýJennifer Chan, School of Mathematics and Statistics, University of Sydney
  • DrÌý, Assistant Professor, HSBC Business School, Peking University, China
  • DrÌýWilson Chen, Postdoctoral Research Fellow, University of Sydney Business School
  • DrÌýBoris Choy, University of Sydney Business SchoolÌý
  • DrÌýChristian Contino, Quantitative Analyst, Head of Research (Advisory), RF CapitalÌý
  • ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýSally Cripps, Centre for Translational Data Science, University of SydneyÌý
  • DrÌýPeter Exterkate, School of Economics, University of SydneyÌý
  • ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýJunbin Gao, University of Sydney Business School
  • ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌý, ASB, UNSWÌý
  • DrÌýSimon Kwok, School of Economics, University of Sydney
  • DrÌýHenry Leung, University of Sydney Business SchoolÌý
  • DrÌýRoman Marchant, Centre for Translational Data Science, University of SydneyÌý
  • DrÌýLaurent Pauwels, University of Sydney Business SchoolÌý
  • Associate ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýShelton Peiris, School of Mathematics and Statistics, University of Sydney
  • ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌý, University of California at Santa BarbaraÌý
  • ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýArtem Prokhorov, University of Sydney Business School
  • DrÌýMarcel Scharth, University of Sydney Business SchoolÌý
  • DrÌýRichard Szalco, Centre for Translational Data Science, University of Sydney
  • MsÌý, Commissioner, DEFINIT, Indonesia
  • DrÌýMinh-Ngoc Tran, University of Sydney Business School
  • DrÌýDavid Ubilava, School of Economics, University of SydneyÌý
  • Associate ±Ê°ù´Ç´Ú±ð²õ²õ´Ç°ùÌýAndrey Vasnev, University of Sydney Business SchoolÌý
  • DrÌýChao Wang, University of Sydney Business School
  • DrÌý, Department of Mathematical Sciences, Auckland University of Technology

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