Time Series and Forecasting Research Group

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 Symposium was held on Monday 20 November and Tuesday 21 November 2023.

The keynote speakers were Professor Professor Yongmiao Hong, Chinese Academy of Science and University of Chinese Academy of Science, China; Professor Rob Hyndman, Monash University, Australia; Professor Jiti Gao, Monash University, Australia.

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

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

Download the program booklet (PDF, 590KB)

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

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

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

Download the program booklet (PDF, 540KB)

Our people

Professor Richard Gerlach
Associate Professor Boris Choy

Associate Professor Shumi Akhtar, University of Sydney Business School
Professor John Buchanan, University of Sydney Business School
Associate Professor Jennifer Chan, School of Mathematics and Statistics, University of Sydney
Dr Qian Chen, Assistant Professor, HSBC Business School, Peking University, China
Dr Wilson Chen, Postdoctoral Research Fellow, University of Sydney Business School
Dr Boris Choy, University of Sydney Business School
Dr Christian Contino, Quantitative Analyst, Head of Research (Advisory), RF Capital
Professor Sally Cripps, Centre for Translational Data Science, University of Sydney
Dr Peter Exterkate, School of Economics, University of Sydney
Professor Junbin Gao, University of Sydney Business School
Professor Robert Kohn, ASB, UNSW
Dr Simon Kwok, School of Economics, University of Sydney
Dr Henry Leung, University of Sydney Business School
Dr Roman Marchant, Centre for Translational Data Science, University of Sydney
Dr Laurent Pauwels, University of Sydney Business School
Associate Professor Shelton Peiris, School of Mathematics and Statistics, University of Sydney
Professor Gareth Peters, University of California at Santa Barbara
Professor Artem Prokhorov, University of Sydney Business School
Dr Marcel Scharth, University of Sydney Business School
Dr Richard Szalco, Centre for Translational Data Science, University of Sydney
Ms Vica Tendenan, Commissioner, DEFINIT, Indonesia
Dr Minh-Ngoc Tran, University of Sydney Business School
Dr David Ubilava, School of Economics, University of Sydney
Associate Professor Andrey Vasnev, University of Sydney Business School
Dr Chao Wang, University of Sydney Business School
Dr Nuttanan Wichitaksorn, Department of Mathematical Sciences, Auckland University of Technology

Useful links

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Contact us

Email
richard.gerlach@sydney.edu.au
boris.choy@sydney.edu.au