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Details about Ralph David Snyder

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Workplace:Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Ralph David Snyder.

Last updated 2017-07-06. Update your information in the RePEc Author Service.

Short-id: psn11


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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 Downloads
    See also Journal Article in International Journal of Forecasting (2017)

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 Downloads

2011

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

2010

  1. Forecasting Compositional Time Series with Exponential Smoothing Methods
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)

2009

  1. Exponential Smoothing and the Akaike Information Criterion
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. 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 Downloads
    See also Journal Article in Omega (2012)

2008

  1. 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 Downloads View citations (1)
  2. Monitoring Processes with Changing Variances
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2009)

2007

  1. 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 Downloads
  2. 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 Downloads View citations (2)
  3. 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 Downloads View citations (7)

2006

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

2005

  1. A Pedant's Approach to Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
  2. Exponential Smoothing Model Selection for Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
    See also Journal Article in International Journal of Forecasting (2006)
  3. Forecasting Time-Series with Correlated Seasonality
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
  4. 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 Downloads
    Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004) Downloads View citations (3)
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2004) Downloads View citations (4)

    See also Journal Article in Economics Letters (2006)
  5. 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 Downloads View citations (3)

2004

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

2002

  1. 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 Downloads
  2. 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 Downloads View citations (1)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2003)

2001

  1. Prediction Intervals for Exponential Smoothing State Space Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (19)

2000

  1. 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 Downloads View citations (7)
    See also Journal Article in International Journal of Forecasting (2002)
  2. Bayesian Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)

1999

  1. 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 Downloads View citations (4)
    See also Journal Article in International Journal of Forecasting (2001)
  2. Forecasting Sales of Slow and Fast Moving Inventories
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    See also Journal Article in European Journal of Operational Research (2002)
  3. Forecasting for Inventory Control with Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2002)
  4. Understanding the Kalman Filter: an Object Oriented Programming Perspective
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

1998

  1. 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)
  2. 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

  1. 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)
  2. 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)
  3. 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

  1. Business Forecasting with Exponential Smoothing: Computation of Prediction Intervals
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
  2. 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

  1. 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 (55)
  2. 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 Downloads
    See also Working Paper (2015)

2012

  1. A study of outliers in the exponential smoothing approach to forecasting
    International Journal of Forecasting, 2012, 28, (2), 477-484 Downloads View citations (1)
  2. Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing
    Omega, 2012, 40, (6), 748-757 Downloads View citations (8)
    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 Downloads View citations (10)

2009

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

2008

  1. Feasible parameter regions for alternative discrete state space models
    Statistics & Probability Letters, 2008, 78, (17), 2963-2970 Downloads View citations (3)
  2. Forecasting time series with multiple seasonal patterns
    European Journal of Operational Research, 2008, 191, (1), 207-222 Downloads View citations (23)

2006

  1. Discussion
    International Journal of Forecasting, 2006, 22, (4), 673-676 Downloads
  2. Exponential smoothing model selection for forecasting
    International Journal of Forecasting, 2006, 22, (2), 239-247 Downloads View citations (20)
    See also Working Paper (2005)
  3. Single source of error state space approach to the Beveridge Nelson decomposition
    Economics Letters, 2006, 91, (1), 104-109 Downloads View citations (20)
    See also Working Paper (2005)

2005

  1. Prediction intervals for exponential smoothing using two new classes of state space models
    Journal of Forecasting, 2005, 24, (1), 17-37 Downloads View citations (23)

2004

  1. Exponential smoothing models: Means and variances for lead-time demand
    European Journal of Operational Research, 2004, 158, (2), 444-455 Downloads View citations (3)

2003

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

2002

  1. A state space framework for automatic forecasting using exponential smoothing methods
    International Journal of Forecasting, 2002, 18, (3), 439-454 Downloads View citations (113)
    See also Working Paper (2000)
  2. Forecasting for inventory control with exponential smoothing
    International Journal of Forecasting, 2002, 18, (1), 5-18 Downloads View citations (10)
    See also Working Paper (1999)
  3. Forecasting sales of slow and fast moving inventories
    European Journal of Operational Research, 2002, 140, (3), 684-699 Downloads View citations (17)
    See also Working Paper (1999)

2001

  1. Exponential Smoothing of Seasonal Data: A Comparison
    Journal of Forecasting, 2001, 20, (3), 197-202 View citations (1)
    See also Working Paper (1997)
  2. Forecasting models and prediction intervals for the multiplicative Holt-Winters method
    International Journal of Forecasting, 2001, 17, (2), 269-286 Downloads View citations (21)
    See also Working Paper (1999)
  3. Prediction Intervals for ARIMA Models
    Journal of Business & Economic Statistics, 2001, 19, (2), 217-25 View citations (7)
    See also Working Paper (1997)

1997

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

1990

  1. Structural time series models in inventory control
    International Journal of Forecasting, 1990, 6, (2), 187-198 Downloads View citations (28)

1989

  1. A Review of the Forecasting Package Stamp
    Journal of Economic Surveys, 1989, 3, (4), 345-51
  2. Control of inventories with intermittent demand
    European Journal of Operational Research, 1989, 40, (1), 16-21 Downloads View citations (14)

1984

  1. Inventory control with the gamma probability distribution
    European Journal of Operational Research, 1984, 17, (3), 373-381 Downloads View citations (4)

1982

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

1975

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

1974

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

1971

  1. A Note on the Location of Depots
    Management Science, 1971, 18, (1), 97-97 Downloads
 
Page updated 2017-08-18