Howell Tong
Howell Tong (simplified Chinese: 汤家豪; traditional Chinese: 湯家豪; pinyin: Tāng Jiāháo; born 1944 in Hong Kong) is a pioneer and an acknowledged authority in the field of nonlinear time series analysis, linking it with deterministic chaos. He is the father of the threshold time series models, which have extensive applications in ecology, economics, epidemiology and finance.
Howell Tong | |
---|---|
湯家豪 | |
Born | 1944 |
Nationality | British |
Citizenship | British |
Alma mater | University of Manchester Institute of Science and Technology |
Known for | Threshold models; Nonlinear time series; Chaos; Minimum average variance estimation; Model selection; Likelihood-free statistics |
Awards | Foreign Member of Norwegian Academy of Science and Letters Guy Medal in Silver, Royal Statistical Society, U.K. State Prize Class 2 for Natural Sciences, China Honorary Fellow of the Institute and Faulty of Actuaries, U.K. Distinguished Achievement Award, International Chinese Statistical Association |
Scientific career | |
Fields | Statistics |
Institutions | Northern Polytechnic London (1967-68) University of Manchester Institute of Science and Technology (1968–82) Chinese University of Hong Kong (1982–85) University of Kent (1986–99) University of Hong Kong (1997–2004) London School of Economics (1999–2009) University of Electronic Science and Technology, China (2016–now) Tsinghua University, China (2019-now) |
Influences | Hirotugu Akaike; Logeng Hua 華羅庚; Peter Whittle |
Influenced | Hongzhi An; Kung-Sik Chan; Bing Cheng; Jan DeGooijer; Cees Diks; Barbel Finkenstaedt; Simone Giannerini; Dong Li; Wai Keung Li; Shiqing Ling; Manfred Mudelsee; Ken Siu; Yingcun Xia; Qiwei Yao |
Life
Since October 1, 2009, he has been an Emeritus Professor at the London School of Economics and was twice (2009, 2010) holder of the Saw Swee Hock Professorship of Statistics at the National University of Singapore. He was a Distinguished Visiting Professor of Statistics at the University of Hong Kong from 2005 to 2013. He is currently a Distinguished Professor-at-Large, University of Electronic Science & Technology, China and a Distinguished Visiting Professor, Tsinghua University, China.
Tong, a scholarship boy, left Wah Yan College 香港華仁書院 (founded by the Irish Jesuits in 1919) in Hong Kong in 1961 and was sent by his father to complete his matriculation at the Barnsbury School for Boys in North London (-one of the earliest comprehensive schools in England, now no longer in existence). He got his Bachelor of Science in 1966 (with first class honours in Mathematics), Master of Science in 1969 and Doctor of Philosophy in 1972, all from the University of Manchester Institute of Science and Technology (UMIST, now merged into the University of Manchester), where he studied under Maurice Priestley. Tong remained at UMIST first as a lecturer and then as a senior lecturer. While in Manchester, he started his married life with Ann Mary Leong. In 1982, he moved to the Chinese University of Hong Kong as the founding Chair of Statistics. Four years later, he returned to England to be Chair of Statistics (and sometime Director of the Institute of Mathematics and Statistics) at the University of Kent at Canterbury until 1999. He was the first ethnic Chinese to hold a chair of statistics in the UK. From 1999 to September 2009, Tong was Chair of Statistics at the London School of Economics and founded the Centre for the Analysis of Time Series. Between 1997 and 2004, Tong was also Chair Professor of Statistics, Founding Dean of the Graduate School and later Pro-Vice Chancellor, University of Hong Kong.
Tong was elected a member of the International Statistical Institute in 1983. In 1986, he was the session organiser and an invited speaker of the session on time series analysis, at the First World Congress of the Bernoulli Society, held at Tashkent in the former Soviet Union. In 1994, he was the Special Plenary Lecturer at the 15th Nordic Meeting in Mathematical Statistics, held at Lund, Sweden. He was elected a Fellow of the Institute of Mathematical Statistics in 1993, an Honorary Fellow of the Institute of Actuaries, England in 1999, and a Foreign Member of the Norwegian Academy of Science and Letters in 2000. In 2000, he became the first statistician to win the (class II) State Prize in Natural Sciences in China. In 2002, the University of Hong Kong gave him their then-highest award, the Distinguished Research Achievement Award, carrying with it a research grant of HK$1,000,000 per annum for three years. The Royal Statistical Society, UK, awarded him their Guy Medal in Silver in 2007 in recognition of his "...many important contributions to time series analysis over a distinguished career and in particular for his fundamental and highly influential paper "Threshold autoregression, limit cycles and cyclical data", read to the Society in 1980, which paved the way for a major body of work in non-linear time series modelling." [1] In 2012, the International Chinese Statistical Association awarded him the Distinguished Achievement Award. In 2014, he held a Senior fellowship at the Institute of Advanced Studies, University of Bologna, Italy.
Tong has one son, one daughter and three grand-children.
Bibliography
- Tong, H. (1983). Threshold Models in Non-linear Time Series Analysis. Springer Verlag. ISBN 0-387-90918-4.
- Tong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN 0-19-852224-X.
- Chan, K.S.; Tong, H. (2001). Chaos: a statistical perspective. Springer Verlag.
- Tong, Howell (2001). "A Personal journey through time series in Biometrika". Biometrika. 88 (Biometrika Centenary): 195–218. doi:10.1093/biomet/88.1.195.
- Tong, Howell (2001). "A Personal journey through time series in Biometrika". In D. M. Titterington and D. R. Cox (ed.). Biometrika: One Hundred Years. Oxford University Press. pp. 193–216. ISBN 0-19-850993-6.
Notes
- Honours & Awards Archived 2014-11-11 at the Wayback Machine, RSS, retrieved 2013-12-13.
External links
Wikimedia Commons has media related to Howell Tong. |
- Norwegian Academy of Science and Letters http://english.dnva.no/c40134/artikkel/vis.html?tid=40147
- Published Papers https://www.dropbox.com/sh/vl7nfw18cczq5g8/AAC2xx_P__nKAmryN9wsbLvSa?dl=0
- A conversation with Howell Tong arXiv:1410.4515
- An interview with Howell Tong https://www.degruyter.com/view/journals/snde/ahead-of-print/article-10.1515-snde-2019-0097/article-10.1515-snde-2019-0097.xml
- Exploration of a nonlinear world: An appreciation of Howell Tong’s contributions to Statistics
- Poems and writings http://howelltongblog.blogspot.co.uk/
- Howell Tong at the Mathematics Genealogy Project
- An interview with Howell Tong (透過時間了解世界)
- Bruce E. Hansen (2011). "Threshold autoregression in economics" (PDF). Statistics and Its Interface. 4 (2): 123–127. doi:10.4310/SII.2011.v4.n2.a4.
- Cathy Chen, Mike So and F. Liu (2011). "A review of threshold models in finance" (PDF). Statistics and Its Interface. 4: 167–181. doi:10.4310/SII.2011.v4.n2.a12.
- Statistics and Its Interface (PDF) Special Issue entitled Nonlinear Time Series: Threshold modelling and beyond http://intlpress.com/site/pub/pages/journals/items/sii/content/vols/0004/0002/a001/index.php Special Issue entitled Nonlinear Time Series: Threshold modelling and beyond Check
|url=
value (help). Missing or empty|title=
(help) - Statistica Sinica (PDF) Threshold Models and New Developments in Time Series http://www3.stat.sinica.edu.tw/statistica/j17n1/17-1.html Threshold Models and New Developments in Time Series Check
|url=
value (help). Missing or empty|title=
(help) - International Conference in Honour of Howell Tong: Nonlinear Time Series: Threshold Modelling and Beyond Analysis 2009
- Threshold models for animal population dynamics