Details about Ralph David Snyder

Access statistics for papers by Ralph David Snyder.

Last updated 2020-02-05. Update your information in the RePEc Author Service.

Short-id: psn11

Working Papers

2015

1. Forecasting Compositional Time Series: A State Space Approach
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article Forecasting compositional time series: A state space approach, International Journal of Forecasting, Elsevier (2017) View citations (7) (2017)

2012

2. Intermittent demand forecasting for inventory control: A multi-series approach
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2011

3. Forecasting the Intermittent Demand for Slow-Moving Items
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2010) View citations (2)

2010

4. Forecasting Compositional Time Series with Exponential Smoothing Methods
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)

2009

5. Exponential Smoothing and the Akaike Information Criterion
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
6. Forecasting Intraday Time Series with Multiple Seasonal Cycles Using Parsimonious Seasonal Exponential Smoothing
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing, Omega, Elsevier (2012) View citations (16) (2012)

2008

7. A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
8. Monitoring Processes with Changing Variances
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
   See also Journal Article Monitoring processes with changing variances, International Journal of Forecasting, Elsevier (2009) View citations (1) (2009)

2007

9. 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
10. 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 (2)
11. 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 (8)

2006

12. BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2006) View citations (1)
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2006) View citations (2)
13. 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

14. A Pedant's Approach to Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
15. Exponential Smoothing Model Selection for Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
    See also Journal Article Exponential smoothing model selection for forecasting, International Journal of Forecasting, Elsevier (2006) View citations (45) (2006)
16. Forecasting Time-Series with Correlated Seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
17. Single source of error state space approach to the Beveridge Nelson decomposition
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2004) View citations (4)
    Econometric Society 2004 Australasian Meetings, Econometric Society (2004) View citations (3)
    See also Journal Article Single source of error state space approach to the Beveridge Nelson decomposition, Economics Letters, Elsevier (2006) View citations (27) (2006)
18. 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 (6)

2004

19. Exponential Smoothing: A Prediction Error Decomposition Principle
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2002

20. 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
21. 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 View citations (1)
    See also Journal Article Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2003) View citations (1) (2003)

2001

22. 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 (19)

2000

23. 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 (8)
    See also Journal Article A state space framework for automatic forecasting using exponential smoothing methods, International Journal of Forecasting, Elsevier (2002) View citations (284) (2002)
24. Bayesian Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (8)

1999

25. 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 (5)
    See also Journal Article Forecasting models and prediction intervals for the multiplicative Holt-Winters method, International Journal of Forecasting, Elsevier (2001) View citations (30) (2001)
26. Forecasting Sales of Slow and Fast Moving Inventories
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Forecasting sales of slow and fast moving inventories, European Journal of Operational Research, Elsevier (2002) View citations (42) (2002)
27. Forecasting for Inventory Control with Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
    See also Journal Article Forecasting for inventory control with exponential smoothing, International Journal of Forecasting, Elsevier (2002) View citations (17) (2002)
28. 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

29. 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 (1)
30. Lead Time demand for Simple Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (8)

1997

31. Exponential Smoothing of Seasonal Data: A Comparison
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Exponential Smoothing of Seasonal Data: A Comparison, Journal of Forecasting, John Wiley & Sons, Ltd. (2001) View citations (1) (2001)
32. Prediction Intervals for Arima Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Prediction Intervals for ARIMA Models, Journal of Business & Economic Statistics, American Statistical Association (2001) View citations (9) (2001)
33. 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

34. Business Forecasting with Exponential Smoothing: Computation of Prediction Intervals
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
35. Trends, Lead Times and Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Trends, lead times and forecasting, International Journal of Forecasting, Elsevier (1997) View citations (1) (1997)

1995

36. 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 (54)
37. Inventory Control: Back to the Molehills
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

Journal Articles

2017

1. Forecasting compositional time series: A state space approach
   International Journal of Forecasting, 2017, 33, (2), 502-512 View citations (7)
   See also Working Paper Forecasting Compositional Time Series: A State Space Approach, Monash Econometrics and Business Statistics Working Papers (2015) (2015)

2012

2. A study of outliers in the exponential smoothing approach to forecasting
   International Journal of Forecasting, 2012, 28, (2), 477-484 View citations (4)
3. Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing
   Omega, 2012, 40, (6), 748-757 View citations (16)
   See also Working Paper Forecasting Intraday Time Series with Multiple Seasonal Cycles Using Parsimonious Seasonal Exponential Smoothing, Monash Econometrics and Business Statistics Working Papers (2009) (2009)
4. Forecasting the intermittent demand for slow-moving inventories: A modelling approach
   International Journal of Forecasting, 2012, 28, (2), 485-496 View citations (45)

2009

5. A multivariate innovations state space Beveridge-Nelson decomposition
   Economic Modelling, 2009, 26, (5), 1067-1074 View citations (3)
6. Incorporating a tracking signal into a state space model
   International Journal of Forecasting, 2009, 25, (3), 526-530 View citations (1)
7. Monitoring processes with changing variances
   International Journal of Forecasting, 2009, 25, (3), 518-525 View citations (1)
   See also Working Paper Monitoring Processes with Changing Variances, Monash Econometrics and Business Statistics Working Papers (2008) View citations (1) (2008)

2008

8. Feasible parameter regions for alternative discrete state space models
   Statistics & Probability Letters, 2008, 78, (17), 2963-2970 View citations (3)
9. Forecasting time series with multiple seasonal patterns
   European Journal of Operational Research, 2008, 191, (1), 207-222 View citations (47)

2006

10. Discussion
    International Journal of Forecasting, 2006, 22, (4), 673-676
11. Exponential smoothing model selection for forecasting
    International Journal of Forecasting, 2006, 22, (2), 239-247 View citations (45)
    See also Working Paper Exponential Smoothing Model Selection for Forecasting, Monash Econometrics and Business Statistics Working Papers (2005) View citations (4) (2005)
12. Single source of error state space approach to the Beveridge Nelson decomposition
    Economics Letters, 2006, 91, (1), 104-109 View citations (27)
    See also Working Paper Single source of error state space approach to the Beveridge Nelson decomposition, CAMA Working Papers (2005) (2005)

2005

13. Prediction intervals for exponential smoothing using two new classes of state space models
    Journal of Forecasting, 2005, 24, (1), 17-37 View citations (30)

2004

14. Exponential smoothing models: Means and variances for lead-time demand
    European Journal of Operational Research, 2004, 158, (2), 444-455 View citations (11)

2003

15. Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (2), 20 View citations (1)
    See also Working Paper Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series, Monash Econometrics and Business Statistics Working Papers (2002) View citations (1) (2002)

2002

16. A state space framework for automatic forecasting using exponential smoothing methods
    International Journal of Forecasting, 2002, 18, (3), 439-454 View citations (284)
    See also Working Paper A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods, Monash Econometrics and Business Statistics Working Papers (2000) View citations (8) (2000)
17. Forecasting for inventory control with exponential smoothing
    International Journal of Forecasting, 2002, 18, (1), 5-18 View citations (17)
    See also Working Paper Forecasting for Inventory Control with Exponential Smoothing, Monash Econometrics and Business Statistics Working Papers (1999) View citations (1) (1999)
18. Forecasting sales of slow and fast moving inventories
    European Journal of Operational Research, 2002, 140, (3), 684-699 View citations (42)
    See also Working Paper Forecasting Sales of Slow and Fast Moving Inventories, Monash Econometrics and Business Statistics Working Papers (1999) (1999)

2001

19. Exponential Smoothing of Seasonal Data: A Comparison
    Journal of Forecasting, 2001, 20, (3), 197-202 View citations (1)
    See also Working Paper Exponential Smoothing of Seasonal Data: A Comparison, Monash Econometrics and Business Statistics Working Papers (1997) (1997)
20. Forecasting models and prediction intervals for the multiplicative Holt-Winters method
    International Journal of Forecasting, 2001, 17, (2), 269-286 View citations (30)
    See also Working Paper Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method, Monash Econometrics and Business Statistics Working Papers (1999) View citations (5) (1999)
21. Prediction Intervals for ARIMA Models
    Journal of Business & Economic Statistics, 2001, 19, (2), 217-25 View citations (9)
    See also Working Paper Prediction Intervals for Arima Models, Monash Econometrics and Business Statistics Working Papers (1997) (1997)

2000

22. Viewpoint and Respons
    Journal of the Operational Research Society, 2000, 51, (9), 1107-1110

1999

23. Lead time demand for simple exponential smoothing: an adjustment factor for the standard deviation
    Journal of the Operational Research Society, 1999, 50, (10), 1079-1082 View citations (9)

1997

24. Trends, lead times and forecasting
    International Journal of Forecasting, 1997, 13, (4), 477-488 View citations (1)
    See also Working Paper Trends, Lead Times and Forecasting, Monash Econometrics and Business Statistics Working Papers (1996) (1996)

1996

25. INITIALIZATION OF THE KALMAN FILTER WITH PARTIALLY DIFFUSE INITIAL CONDITIONS
    Journal of Time Series Analysis, 1996, 17, (4), 409-424 View citations (9)

1990

26. Structural time series models in inventory control
    International Journal of Forecasting, 1990, 6, (2), 187-198 View citations (75)

1989

27. A Review of the Forecasting Package Stamp
    Journal of Economic Surveys, 1989, 3, (4), 345-51
28. Control of inventories with intermittent demand
    European Journal of Operational Research, 1989, 40, (1), 16-21 View citations (19)

1984

29. Inventory control with the gamma probability distribution
    European Journal of Operational Research, 1984, 17, (3), 373-381 View citations (7)

1982

30. Robust time series analysis
    European Journal of Operational Research, 1982, 9, (2), 168-172 View citations (1)

1975

31. Technical Note—A Dynamic Programming Formulation for Continuous Time Stock Control Systems
    Operations Research, 1975, 23, (2), 383-386

1974

32. Computation of (S, s) Ordering Policy Parameters
    Management Science, 1974, 21, (2), 223-229 View citations (1)

1971

33. A Note on the Location of Depots
    Management Science, 1971, 18, (1), 97-97 View citations (1)