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

Working Papers

2008

1. Monitoring Processes with Changing Variances
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2007

2. 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
3. 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
4. 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

5. 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)
6. 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

7. A Pedant's Approach to Exponential Smoothing
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
8. 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)
9. Forecasting Time-Series with Correlated Seasonality
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
10. 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

11. Exponential Smoothing: A Prediction Error Decomposition Principle
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
12. 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

13. 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
14. 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

15. 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

16. 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)
17. Bayesian Exponential Smoothing
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations

1999

18. 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)
19. 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)
20. 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)
21. 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

22. 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
23. 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

24. 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)
25. 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)
26. 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

27. Business Forecasting with Exponential Smoothing: Computation of Prediction Intervals
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
28. 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

29. 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
30. Inventory Control: Back to the Molehills
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

Journal Articles

2008

1. Forecasting time series with multiple seasonal patterns
   European Journal of Operational Research, 2008, 191, (1), 207-222

2006

2. Discussion
   International Journal of Forecasting, 2006, 22, (4), 673-676
3. Exponential smoothing model selection for forecasting
   International Journal of Forecasting, 2006, 22, (2), 239-247 View citations
   See Also Working Paper (2005)
4. 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

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

2004

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

2003

7. 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

8. 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)
9. Forecasting for inventory control with exponential smoothing
   International Journal of Forecasting, 2002, 18, (1), 5-18
   See Also Working Paper (1999)
10. 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

11. Exponential Smoothing of Seasonal Data: A Comparison
    Journal of Forecasting, 2001, 20, (3), 197-202
    See Also Working Paper (1997)
12. 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)
13. Prediction Intervals for ARIMA Models
    Journal of Business & Economic Statistics, 2001, 19, (2), 217-25 View citations
    See Also Working Paper (1997)

1997

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

1990

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

1989

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

1984

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

1982

19. Robust time series analysis
    European Journal of Operational Research, 1982, 9, (2), 168-172