Dr. Chris Chatfield
Department: Mathematical Sciences
E-mail Address: email@example.com
- Department of Mathematical Sciences
- University of Bath
- Bath BA2 7AY
(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
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.
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.