Gwilym Jenkins
Encyclopedia
Gwilym Meirion Jenkins was a Welsh
statistician
and systems engineer, born in Gowerton , Swansea
, Wales
. He is most notable for his pioneering work with George Box on autoregressive moving average model
s, 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 accomplished pianist.
He succumbed to Hodgkin's lymphoma
in 1982.
Wales
Wales is a country that is part of the United Kingdom and the island of Great Britain, bordered by England to its east and the Atlantic Ocean and Irish Sea to its west. It has a population of three million, and a total area of 20,779 km²...
statistician
Statistician
A statistician is someone who works with theoretical or applied statistics. The profession exists in both the private and public sectors. The core of that work is to measure, interpret, and describe the world and human activity patterns within it...
and systems engineer, born in Gowerton , Swansea
Swansea
Swansea is a coastal city and county in Wales. Swansea is in the historic county boundaries of Glamorgan. Situated on the sandy South West Wales coast, the county area includes the Gower Peninsula and the Lliw uplands...
, Wales
Wales
Wales is a country that is part of the United Kingdom and the island of Great Britain, bordered by England to its east and the Atlantic Ocean and Irish Sea to its west. It has a population of three million, and a total area of 20,779 km²...
. He is most notable for his pioneering work with George Box on autoregressive moving average model
Autoregressive moving average model
In statistics and signal processing, autoregressive–moving-average models, sometimes called Box–Jenkins models after the iterative Box–Jenkins methodology usually used to estimate them, are typically applied to autocorrelated time series data.Given a time series of data Xt, the ARMA model is a...
s, also called Box-Jenkins
Box-Jenkins
In time series analysis, 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 order to make forecasts.-Modeling approach:The...
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
University College London
University College London is a public research university located in London, United Kingdom and the oldest and largest constituent college of the federal University of 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
Royal Aircraft Establishment
The Royal Aircraft Establishment , was a British research establishment, known by several different names during its history, that eventually came under the aegis of the UK Ministry of Defence , before finally losing its identity in mergers with other institutions.The first site was at Farnborough...
. He followed this by a series of visiting lecturer and professor positions at Imperial College London
Imperial College London
Imperial College London is a public research university located in London, United Kingdom, specialising in science, engineering, business and medicine...
, Stanford University
Stanford University
The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...
, Princeton University
Princeton University
Princeton University is a private research university located in Princeton, New Jersey, United States. The school is one of the eight universities of the Ivy League, and is one of the nine Colonial Colleges founded before the American Revolution....
, and the University of Wisconsin–Madison
University of Wisconsin–Madison
The University of Wisconsin–Madison is a public research university located in Madison, Wisconsin, United States. Founded in 1848, UW–Madison is the flagship campus of the University of Wisconsin System. It became a land-grant institution in 1866...
, before settling in as a professor of Systems Engineering
Systems engineering
Systems engineering is an interdisciplinary field of engineering that focuses on how complex engineering projects should be designed and managed over the life cycle of the project. Issues such as logistics, the coordination of different teams, and automatic control of machinery become more...
at Lancaster University
Lancaster University
Lancaster University, officially The University of Lancaster, is a leading research-intensive British university in Lancaster, Lancashire, England. The university was established by Royal Charter in 1964 and initially based in St Leonard's Gate until moving to a purpose-built 300 acre campus at...
in 1965. His initial work concerned discrete time domain models for Chemical Engineering
Chemical engineering
Chemical engineering is the branch of engineering that deals with physical science , and life sciences with mathematics and economics, to the process of converting raw materials or chemicals into more useful or valuable forms...
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
Royal Statistical Society
The Royal Statistical Society is a learned society for statistics and a professional body for statisticians in the UK.-History:It was founded in 1834 as the Statistical Society of London , though a perhaps unrelated London Statistical Society was in existence at least as early as 1824...
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
Institute of Mathematical Statistics
The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts of the world...
and the Institute of Statisticians
Institute of Statisticians
The Institute of Statisticians was a British professional organization founded in 1948 to protect the interests of professional statisticians. It was originally named The Association of Incorporated Statisticians Limited, but this was later changed...
.
He was a jazz and blues enthusiast and an accomplished pianist.
He succumbed to Hodgkin's lymphoma
Hodgkin's lymphoma
Hodgkin's lymphoma, previously known as Hodgkin's disease, is a type of lymphoma, which is a cancer originating from white blood cells called lymphocytes...
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 SocietyJournal of the Royal Statistical SocietyThe Journal of the Royal Statistical Society is a series of three peer-reviewed statistics journals published by Blackwell Publishing for the London-based Royal Statistical Society.- History :...
. Series A (General), Vol. 146, No. 2, pp. 205-206.