Dr. Chris Chatfield

Department: Mathematical Sciences

E-mail Address: cc@maths.bath.ac.uk

Postal Address:

  • (Retired) Reader in Statistics in the Department of Mathematical Sciences.
  • Fellow of the Royal Statistical Society.
  • Member of the International Institute of Forecasters.
  • Elected an Honorary Fellow of the International Institute of Forecasters in 2004 for 'major contributions to forecasting'.
  • B.Sc. and Ph.D. (Imperial College, London).

    Author of four textbooks, namely

  • The Analysis of Time Series: An Introduction (6th edn.), 2004 - a thorough rewrite of this best-selling text,
  • Introduction to Multivariate Analysis (with A.J. Collins),
  • Problem Solving: A Statisticians Guide (2nd edn.) and
  • Statistics for Technology (3rd edn.).
  • My 5th book, entitled Time-series Forecasting, was published by Chapman and Hall/CRC Press in 2001. This book provides a comprehensive review of forecasting methods.
  • Most of the data sets used in my books are available by clicking on the appropriate title above.
  • These books are all in print and all available world-wide (whatever your local bookseller may tell you!). In case of difficulty please email me or contact CRC Press.

    Teaching.

  • I have been interested in the best way of teaching time-series analysis. Some general advice for lecturers planning a new course on the topic is available - Advice as regards teaching a course on Time Series. A typical syllabus for a final-year undergraduate course is also available - Syllabus for time-series course.
  • Signal Processing: Exam questions for previous years are available via the web from the library. Click on library home page and then on exam papers, and then type in the code of the course.
  • Some solutions are given here:
  • 2002/03, Q1; 2002/03, Q2; 2002/03, Q3.
  • 2003/04, Q1; 2003/04, Q2; 2003/04, Q3;
  • Continuing Education: I have given several one-day courses on (i) Problem solving; (ii) Time-series forecasting. The handout for a one-day course on forecasting given in Portugal in July 2001 is available here as a postscript file Handout for Forecasting course. Since my retirement, I am no longer available to give special courses.

    Recent research Since my retirement, I am no longer involved directly in research. Before my retirement, my research was wide-ranging and included work on: A Computational Model for Estimating Personal Exposure to Air Pollutants, in collaboration with Professor Jim Zidek and Dr Gavin Shaddick. Papers describing our work are as follows:

  • Environmetrics, 16, pp 481-493, 2005. Using a probabilistic model (pCNEM) to estimate personal exposure to air pollution.
  • Environmental and Ecological Statistics, 2007 (to appear). A framework for predicting personal exposures to environmental hazards.

    Other recent publications include:

  • The joys of consulting, Significance, 4, pp 33-36, 2007. A real example involving non-normal data.
  • Time-series forecasting, Significance, 2, pp 131-133, 2005. A readable review of this wide area.
  • Confessions of a pragmatic statistician, The Statistician (JRSS, Series D), 51, pp 1-20, 2002. This includes my ideas on how to make explicit the approach to statistical inference used by many practising statisticians. I call this `Pragmatic Statistical Inference'. This is a lively (!) readable paper, that people tell me is 'telling it like it is'.
  • A New Look at Models for Exponential Smoothing, The Statistician (JRSS, D), 50, pp 147-159, 2001. Written jointly with Anne Koehler, Keith Ord and Ralph Snyder.
  • Prediction Intervals. A review of principles for calculating prediction intervals when forecasting. This has appeared in the book entitled "Principles of Forecasting: A Handbook for Researchers and Practitioners" edited by J. Scott Armstrong, published by Kluwer Academic, in April 2001. Further details about this project can be found on the WWW at http://hops.wharton.upenn.edu/forecast

    Forecasting Conference: I was a Featured Speaker at the 26th International Symposium on Forecasting held at Santander, Spain from June 11-14, 2006. The title of my talk was 'Confessions of a Pragmatic Forecaster', and I reflected on 40 years in forecasting - the successes and the failures - seeing what lessons can be learnt! A pdf file of some references for the talk is given here. Handout of references for Forecasting talk. A word document of the written overheads is given here Copy of written overheads for the talk. A written version of the talk has appeared in Foresight in 2007 (Issue 6, pages 3-9).

    I have now *retired*, and am therefore *not* taking on any more postgraduate students. Thus there is no point in asking me to take you on as a research student or as a post-doc. There is also no point in asking me to referee papers, as I will have to decline.

    Personal information and interests. I am a committed Christian and am active in my local parish church (Weston All Saints, Bath). I play golf (handicap 22), tennis and bridge. I am the Chair of Governors of St Michaels VC Junior School in Twerton, Bath. I belong to the National Trust, the RSPB, WWT and Greenpeace. I also belong to Cumberwell Park Golf Club and Bath Bridge Club.