Details about Ralph David Snyder

Access statistics for papers by Ralph David Snyder.

Last updated 2013-03-10. Update your information in the RePEc Author Service.

Short-id: psn11

Working Papers

2012

1. 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

2. Forecasting the Intermittent Demand for Slow-Moving Items
   Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2010) View citations (1)

2010

3. Forecasting Compositional Time Series with Exponential Smoothing Methods
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2009

4. Exponential Smoothing and the Akaike Information Criterion
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
5. 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 in Omega (2012)

2008

6. 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
7. Monitoring Processes with Changing Variances
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article in International Journal of Forecasting (2009)

2007

8. 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
9. 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 (1)
10. 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 (4)

2006

11. 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 Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2006) View citations (2)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2006) View citations (1)
12. 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

13. A Pedant's Approach to Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
14. Exponential Smoothing Model Selection for Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    See also Journal Article in International Journal of Forecasting (2006)
15. Forecasting Time-Series with Correlated Seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
16. 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 (2)

2004

17. Exponential Smoothing: A Prediction Error Decomposition Principle
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
18. Single Source of Error State Space Approach to the Beveridge Nelson Decomposition
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (1)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2004) View citations (1)
    See also Journal Article in Economics Letters (2006)

2002

19. 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
20. 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 in Studies in Nonlinear Dynamics & Econometrics (2003)

2001

21. 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 (8)

2000

22. 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 (1)
    See also Journal Article in International Journal of Forecasting (2002)
23. Bayesian Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)

1999

24. 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 (3)
    See also Journal Article in International Journal of Forecasting (2001)
25. 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 in European Journal of Operational Research (2002)
26. 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 in International Journal of Forecasting (2002)
27. 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

28. 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)
29. Lead Time demand for Simple Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)

1997

30. 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 in Journal of Forecasting (2001)
31. Prediction Intervals for Arima Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article in Journal of Business & Economic Statistics (2001)
32. 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

33. Business Forecasting with Exponential Smoothing: Computation of Prediction Intervals
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
34. Trends, Lead Times and Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article in International Journal of Forecasting (1997)

1995

35. 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 (52)
36. Inventory Control: Back to the Molehills
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

Journal Articles

2012

1. A study of outliers in the exponential smoothing approach to forecasting
   International Journal of Forecasting, 2012, 28, (2), 477-484
2. Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing
   Omega, 2012, 40, (6), 748-757
   See also Working Paper (2009)
3. Forecasting the intermittent demand for slow-moving inventories: A modelling approach
   International Journal of Forecasting, 2012, 28, (2), 485-496

2009

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

2008

7. Feasible parameter regions for alternative discrete state space models
   Statistics & Probability Letters, 2008, 78, (17), 2963-2970 View citations (1)
8. Forecasting time series with multiple seasonal patterns
   European Journal of Operational Research, 2008, 191, (1), 207-222 View citations (5)

2006

9. Discussion
   International Journal of Forecasting, 2006, 22, (4), 673-676
10. Exponential smoothing model selection for forecasting
    International Journal of Forecasting, 2006, 22, (2), 239-247 View citations (8)
    See also Working Paper (2005)
11. Single source of error state space approach to the Beveridge Nelson decomposition
    Economics Letters, 2006, 91, (1), 104-109 View citations (13)
    See also Working Paper (2004)

2005

12. Prediction intervals for exponential smoothing using two new classes of state space models
    Journal of Forecasting, 2005, 24, (1), 17-37 View citations (12)

2004

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

2003

14. Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (2), al1 View citations (1)
    See also Working Paper (2002)

2002

15. A state space framework for automatic forecasting using exponential smoothing methods
    International Journal of Forecasting, 2002, 18, (3), 439-454 View citations (49)
    See also Working Paper (2000)
16. Forecasting for inventory control with exponential smoothing
    International Journal of Forecasting, 2002, 18, (1), 5-18 View citations (1)
    See also Working Paper (1999)
17. Forecasting sales of slow and fast moving inventories
    European Journal of Operational Research, 2002, 140, (3), 684-699 View citations (5)
    See also Working Paper (1999)

2001

18. Exponential Smoothing of Seasonal Data: A Comparison
    Journal of Forecasting, 2001, 20, (3), 197-202
    See also Working Paper (1997)
19. Forecasting models and prediction intervals for the multiplicative Holt-Winters method
    International Journal of Forecasting, 2001, 17, (2), 269-286 View citations (10)
    See also Working Paper (1999)
20. Prediction Intervals for ARIMA Models
    Journal of Business & Economic Statistics, 2001, 19, (2), 217-25 View citations (4)
    See also Working Paper (1997)

1997

21. Trends, lead times and forecasting
    International Journal of Forecasting, 1997, 13, (4), 477-488 View citations (1)
    See also Working Paper (1996)

1990

22. Structural time series models in inventory control
    International Journal of Forecasting, 1990, 6, (2), 187-198 View citations (16)

1989

23. A Review of the Forecasting Package Stamp
    Journal of Economic Surveys, 1989, 3, (4), 345-51
24. Control of inventories with intermittent demand
    European Journal of Operational Research, 1989, 40, (1), 16-21 View citations (6)

1984

25. Inventory control with the gamma probability distribution
    European Journal of Operational Research, 1984, 17, (3), 373-381 View citations (2)

1982

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

1974

27. Computation of (S, s) Ordering Policy Parameters
    Management Science, 1974, 21, (2), 223-229

1971

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