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Details about Ralph David Snyder
Access statistics for papers by Ralph David Snyder.
Last updated 2008-07-04. Update your information in the RePEc Author Service .
Short-id: psn11
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Journal Articles
Working Papers
2008
Monitoring Processes with Changing Variances
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2007
A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
An Assessment of Alternative State Space Models for Count Time Series
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
The vector innovation structural time series framework: a simple approach to multivariate forecasting
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
2006
BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING
CAMA Working Papers, Australian National University, Centre for Applied Macroeconomic Analysis
Also in
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2006)
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2006)
Incorporating a Tracking Signal into State Space Models for Exponential Smoothing
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2005
A Pedant's Approach to Exponential Smoothing
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
Exponential Smoothing Model Selection for Forecasting
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations See Also Journal Article in International Journal of Forecasting (2006)
Forecasting Time-Series with Correlated Seasonality
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
Time Series Forecasting: The Case for the Single Source of Error State Space
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
2004
Exponential Smoothing: A Prediction Error Decomposition Principle
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
Single Source of Error State Space Approach to the Beveridge Nelson Decomposition
Econometric Society 2004 Australasian Meetings, Econometric Society
Also in
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2004) See Also Journal Article in Economics Letters (2006)
2002
Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics See Also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2003)
2001
Prediction Intervals for Exponential Smoothing State Space Models
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
2000
A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations See Also Journal Article in International Journal of Forecasting (2002)
Bayesian Exponential Smoothing
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
1999
Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations See Also Journal Article in International Journal of Forecasting (2001)
Forecasting Sales of Slow and Fast Moving Inventories
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations See Also Journal Article in European Journal of Operational Research (2002)
Forecasting for Inventory Control with Exponential Smoothing
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics See Also Journal Article in International Journal of Forecasting (2002)
Understanding the Kalman Filter: an Object Oriented Programming Perspective
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
1998
Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
Lead Time demand for Simple Exponential Smoothing
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
1997
Exponential Smoothing of Seasonal Data: A Comparison
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business StatisticsSee Also Journal Article in Journal of Forecasting (2001)
Prediction Intervals for Arima Models
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business StatisticsSee Also Journal Article in Journal of Business & Economic Statistics (2001)
Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
1996
Business Forecasting with Exponential Smoothing: Computation of Prediction Intervals
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
Trends, Lead Times and Forecasting
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business StatisticsSee Also Journal Article in International Journal of Forecasting (1997)
1995
Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
Inventory Control: Back to the Molehills
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
Journal Articles
2008
Forecasting time series with multiple seasonal patterns
European Journal of Operational Research , 2008, 191 , (1), 207-222
2006
Discussion
International Journal of Forecasting , 2006, 22 , (4), 673-676
Exponential smoothing model selection for forecasting
International Journal of Forecasting , 2006, 22 , (2), 239-247 View citations See Also Working Paper (2005)
Single source of error state space approach to the Beveridge Nelson decomposition
Economics Letters , 2006, 91 , (1), 104-109 View citations See Also Working Paper (2004)
2005
Prediction intervals for exponential smoothing using two new classes of state space models
Journal of Forecasting , 2005, 24 , (1), 17-37 View citations
2004
Exponential smoothing models: Means and variances for lead-time demand
European Journal of Operational Research , 2004, 158 , (2), 444-455
2003
Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series
Studies in Nonlinear Dynamics & Econometrics , 2003, 7 , (2), 1087-1087 See Also Working Paper (2002)
2002
A state space framework for automatic forecasting using exponential smoothing methods
International Journal of Forecasting , 2002, 18 , (3), 439-454 View citations See Also Working Paper (2000)
Forecasting for inventory control with exponential smoothing
International Journal of Forecasting , 2002, 18 , (1), 5-18 See Also Working Paper (1999)
Forecasting sales of slow and fast moving inventories
European Journal of Operational Research , 2002, 140 , (3), 684-699 View citations See Also Working Paper (1999)
2001
Exponential Smoothing of Seasonal Data: A Comparison
Journal of Forecasting , 2001, 20 , (3), 197-202See Also Working Paper (1997)
Forecasting models and prediction intervals for the multiplicative Holt-Winters method
International Journal of Forecasting , 2001, 17 , (2), 269-286 View citations See Also Working Paper (1999)
Prediction Intervals for ARIMA Models
Journal of Business & Economic Statistics , 2001, 19 , (2), 217-25 View citations See Also Working Paper (1997)
1997
Trends, lead times and forecasting
International Journal of Forecasting , 1997, 13 , (4), 477-488 View citations See Also Working Paper (1996)
1990
Structural time series models in inventory control
International Journal of Forecasting , 1990, 6 , (2), 187-198 View citations
1989
A Review of the Forecasting Package Stamp
Journal of Economic Surveys , 1989, 3 , (4), 345-51
Control of inventories with intermittent demand
European Journal of Operational Research , 1989, 40 , (1), 16-21 View citations
1984
Inventory control with the gamma probability distribution
European Journal of Operational Research , 1984, 17 , (3), 373-381
1982
Robust time series analysis
European Journal of Operational Research , 1982, 9 , (2), 168-172