Sir Gilbert Walker and a Connection between El Niño and Statistics

Abstract

The eponym “Walker Circulation” refers to a concept used by atmospheric scientists and oceanographers in providing a physical explanation for the El Niño–Southern Oscillation phenomenon, whereas the eponym “Yule–Walker equations” refers to properties satisfied by the autocorrelations of an autoregressive process. But how many statisticians (or, for that matter, atmospheric scientists) are aware that the “Walker” in both terms refers to the same individual, Sir Gilbert Thomas Walker, and that these two appellations arose in conjunction with the same research on the statistical prediction of climate? Like George Udny Yule (the “Yule” in Yule– Walker), Walker’s motivation was to devise a statistical model that exhibited quasiperiodic behavior. The original assessments of Walker’s work, both in the meteorology and in statistics, were somewhat negative. With hindsight, it is argued that his research should be viewed as quite successful.