C. Chatfield

Publications195
h-index52
Citations18,089
Highly Influential Citations1,155
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Introduction to Statistical Time Series.
Moving Average and Autoregressive Processes. Introduction to Fourier Analysis. Spectral Theory and Filtering. Some Large Sample Theory. Estimation of the Mean and Autocorrelations. The Periodogram,…
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Model uncertainty, data mining and statistical inference
TLDR
The effects of model uncertainty, such as too narrow prediction intervals, and the non-trivial biases in parameter estimates which can follow data-based modelling are reviewed.
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Statistical Methods for Spatial Data Analysis
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Introduction To Multivariate Analysis
Part One. Multivariate distributions. Preliminary data analysis. Part Two: Finding new underlying variables. Principal component analysis. Factor analysis. Part Three: Procedures based on the…
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The Analysis of Time Series
TLDR
The analysis of time series shows improvements in the quality of the data over time, particularly in the case of discrete-time series data.
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The Statistical Theory of Linear Systems.
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Time‐series forecasting
TLDR
Chris Chatfield looks at the chequered history of forecasting and asks how to do it better using time-series data, and what statistical techniques and models might help us.
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Calculating Interval Forecasts
TLDR
The distinction between a forecasting method and a forecasting model is expounded and some general comments are made as to why prediction intervals tend to be too narrow in practice to encompas...
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The Holt-Winters Forecasting Procedure
TLDR
The paper re-analyses seven series from the Newbold-Granger study for which Box-Jenkins forecasts were reported to be much superior to the (automatic) Holt-Winters forecasts, and makes suggestions regarding the implementation of the Holt- Winters procedure, including a choice of starting values.
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The Dirichlet: A comprehensive model of buying behaviour
The Dirichlet model describes how frequently-bought branded consumer products like instant coffee or toothpaste are purchased when the market is stationary and unsegmented. This is the common…
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