Rob Hyndman is one of the world’s most recognised applied statisticians, and is internationally acknowledged for his research in time series forecasting. Time series data are endemic in many fields of science and business but forecasting is notoriously challenging. Hyndman co-developed fundamental state space theory for these data that underpin the most widely used time series methods in the field. His methods for automatic forecasting, forecast reconciliation, functional time series, feature-based analysis and computational time series, have had an enormous influence on the field. His textbooks and software have transformed the capability of many organisations to make accurate predictions.