Gwilym M. Jenkins
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Gwilym Meirion Jenkins (12 August 1932 – 10 July 1982) was a British
statistician A statistician is a person who works with theoretical or applied statistics. The profession exists in both the private and public sectors. It is common to combine statistical knowledge with expertise in other subjects, and statisticians may wor ...
and
systems engineer Systems engineering is an interdisciplinary field of engineering and engineering management that focuses on how to design, integrate, and manage complex systems over their life cycles. At its core, systems engineering utilizes systems thinking p ...
, born in Gowerton ( cy, Tregŵyr),
Swansea Swansea (; cy, Abertawe ) is a coastal city and the second-largest city of Wales. It forms a principal area, officially known as the City and County of Swansea ( cy, links=no, Dinas a Sir Abertawe). The city is the twenty-fifth largest in ...
, Wales. He is most notable for his pioneering work with George Box on autoregressive moving average models, also called Box–Jenkins models, in time-series analysis. He earned a first class honours degree in mathematics in 1953 followed by a PhD at University College London in 1956. After graduating, he married Margaret Bellingham and together they raised three children. His first job after university was junior fellow at the
Royal Aircraft Establishment The Royal Aircraft Establishment (RAE) was a British research establishment, known by several different names during its history, that eventually came under the aegis of the Ministry of Defence (United Kingdom), UK Ministry of Defence (MoD), bef ...
. 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 died from 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 and Gregory C. Reinsel) 2008 * ''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.


References


External links


George Box's Interview for the International Journal of Forecasting
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Biography of Gwilym M. Jenkins
from the Institute for Operations Research and the Management Sciences {{DEFAULTSORT:Jenkins, Gwilym 1933 births 1982 deaths People from Swansea Alumni of University College London Welsh statisticians Deaths from Hodgkin lymphoma Systems engineers Academics of Lancaster University 20th-century British mathematicians