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.
  • Former Fellow of the Royal Statistical Society.
  • Former 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 with R (7th edn.), 2019 - a new edition of this best-selling text incorporating R with Haipeng Xing as co-author,
  • 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.
  • 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 belong to the National Trust, the RSPB, and WWT. I also belong to Lansdown Golf Club and Bath Bridge Club.