Gwilym Jenkins

Gwilym Jenkins

Gwilym Meirion Jenkins (1933 – July 10, 1982) was a British statistician and systems engineer . His most notable contribution was pioneering work with George Box on autoregressive moving average models, also called Box-Jenkins models, in time-series analysis.

He earned a first class honors degree in Mathematics in 1953 followed by a Ph.D. at University College London in 1956. After graduating, he married the former Margaret Bellingham and together they raised three children. His first job out of school was junior fellow at the Royal Aircraft Establishment. He followed this by a series of visiting lecturer and professor positions at Imperial College London, Stanford University, Princeton University, and the University of Wisconsin-Madison, before settling in as a professor of Systems Engineering at Lancaster University in 1965. His initial work concerned discrete time domain models for Chemical Engineering applications.

While at Lancaster, he founded and became managing director of ISCOL (International Systems Corporation Of Lancaster). He remained in academia until 1974, when he left to start his own consulting company.

He served on the Research Section Committee and Council of the Royal Statistical Society in the 1960s, founded the Journal of Systems Engineering in 1969, and briefly carried out public duties with the Royal Treasury in the mid-1970s. He was elected to the Institute of Mathematical Statistics and the Institute of Statisticians.

He was a jazz and blues enthusiast and an accomlished pianist.

He succumbed to Hodgkin's lymphoma in 1982.

Books by G. M. Jenkins

* "Spectral analysis and its applications" (with D. G. Watts) 1968
* "Time Series Analysis: Forecasting and Control" (with G. E. P. Box) 1970
* "Practical experience with modelling and forecasting time series" 1979
* "Case studies in time series analysis" (with G. McLeod) 1983

Obituary

* G. E. P. Box (1983) G. M. Jenkins, 1933-1982 Journal of the Royal Statistical Society. Series A (General), Vol. 146, No. 2, pp. 205-206.

External links

* [http://halweb.uc3m.es/esp/Personal/personas/dpena/articles/boxIJFinter4.PDF George Box's Interview for the International Journal of Forecasting]
* [http://www.genealogy.math.ndsu.nodak.edu/html/id.phtml?id=42256 Mathematics Genealogy Project: G. M. Jenkins]


Wikimedia Foundation. 2010.

Игры ⚽ Поможем сделать НИР

Look at other dictionaries:

  • Jenkins (surname) — Jenkins is a surname that originated in Cornwall, England, but came to be popular in southern Wales. The name Jenkin originally meant little John or son of John . The kin portion is of Dutch origin ( kijn ), which then gained a certain popularity …   Wikipedia

  • Gwilym R. Jones — Gwilym Richard Jones (1903 1993) was the first person to have been awarded all three major literary awards at the National Eisteddfod of Wales. Jones was awarded the crown in 1935, the chair in 1938 and the prose medal in 1941. The Eisteddfod is… …   Wikipedia

  • Box-Jenkins — In econometrics, the Box Jenkins methodology, named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average ARMA or ARIMA models to find the best fit of a time series to past values of this time series, in… …   Wikipedia

  • Box-Jenkins Model — A mathematical model designed to forecast data within a time series. The Box Jenkin model alters the time series to make it stationary by using the differences between data points. This allows the model to pick out trends, typically using… …   Investment dictionary

  • David Jenkins (librarian) — David Jenkins Born May 29, 1912(1912 05 29) Blaenclydach, Glamorgan Died March 6, 2002(2002 03 06) (aged 89) Aberystwyth Occupation Librarian David Je …   Wikipedia

  • Roy Jenkins — Pour les articles homonymes, voir Jenkins. Roy Harris Jenkins Nationalité …   Wikipédia en Français

  • William Thomas (Gwilym Marles) — otherpeople2|William ThomasWilliam Thomas (1834 ndash; December 11 1878), better known by his bardic name of Gwilym Marles, was a Welsh minister and poet, and the great uncle of Dylan Thomas. Dylan was given his middle name, Marlais , in honour… …   Wikipedia

  • Military mascot — A small dog watches gun practice on board a World War 2, Royal Navy, Naval trawler Military mascot refers to a pet animal maintained by a military unit for ceremonial purposes or as an emblem of that unit. It may also be referred to as a… …   Wikipedia

  • ARMA —  Pour l’article homophone, voir Arma. En statistiques, les modèles ARMA (modèles autorégressifs et moyenne mobile), ou aussi modèle de Box Jenkins, sont les principaux modèles de séries temporelles. Étant donné une série temporelle Xt, le… …   Wikipédia en Français

  • Clive Granger — Clive W. J. Granger Keynesian economics Born September 4, 1934(1934 09 04) Swanse …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”