Howell Tong (simplified Chinese: 汤家豪; traditional Chinese: 湯家豪; pinyin: TANG JIA HAO; born 1944 in Hong Kong) is a leading pioneer 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.
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.
Tong went to England in 1961 initially to study. He got his Bachelor of Science in 1966 (with first class honours), Master of Science in 1969 and Doctor of Philosophy in 1972, all from the University of Manchester Institute of Science and Technology (UMIST), where he studied under Maurice Priestley. Tong remained in UMIST first as a lecturer and then as a senior lecturer. While in Manchester, he started his married life with Mary. In 1982, he moved to the Chinese University of Hong Kong where he was the founding Chair of Statistics. Four years later, he returned to England to be Chair of Statistics at the University of Kent at Canterbury until 1999. From 1999 to September 2009, Tong was a 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 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) National Natural Science Prize in China. In 2002, the University of Hong Kong gave him their then highest award, the Distinguished Research Achievement Award, carrying a sum 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." In 2012, the International Chinese Statistical Association awarded him the Distinguished Achievement Award.
Tong has one son, one daughter and one grand-daughter.
- 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. and 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. Biometrika: One Hundred Years. Oxford University Press. pp. 193–216. ISBN 0-19-850993-6.
- Honours & Awards, RSS, retrieved 2013-12-13.
- Web page in the University of Hong Kong
- Howell Tong at the Mathematics Genealogy Project
- An interview with Howell Tong (in Chinese)
- A conversation with Howell Tong and other papers
- Bruce E. Hansen (2011). "Threshold autoregression in economics" (PDF). Statistics and Its Interface 4: 123–127.