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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 Forecasting compositional time series: A state space approach, International Journal of Forecasting, Elsevier (2017) Downloads View citations (5) (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, H. O. Stekler 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 View citations (1)

2008

  1. Exponential smoothing and non-negative data
    Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting Downloads View citations (5)
  2. Monitoring Processes with Changing Variances
    Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting Downloads
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2008) Downloads View citations (1)

    See also Journal Article Monitoring processes with changing variances, International Journal of Forecasting, Elsevier (2009) Downloads View citations (1) (2009)

2007

  1. Non-linear exponential smoothing and positive data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2005

  1. 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)
  2. 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 (6)

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

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)

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 (5)
    See also Journal Article Forecasting models and prediction intervals for the multiplicative Holt-Winters method, International Journal of Forecasting, Elsevier (2001) Downloads View citations (30) (2001)
  2. 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 Forecasting for inventory control with exponential smoothing, International Journal of Forecasting, Elsevier (2002) Downloads View citations (17) (2002)

1998

  1. 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. 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)

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)

Journal Articles

2022

  1. The uncertainty track: Machine learning, statistical modeling, synthesis
    International Journal of Forecasting, 2022, 38, (4), 1526-1530 Downloads View citations (1)

2021

  1. Maximizing the probability of realizing profit targets versus maximizing expected profits: A reconciliation to resolve an agency problem
    International Journal of Production Economics, 2021, 238, (C) Downloads

2017

  1. Forecasting compositional time series: A state space approach
    International Journal of Forecasting, 2017, 33, (2), 502-512 Downloads View citations (5)
    See also Working Paper Forecasting Compositional Time Series: A State Space Approach, Monash Econometrics and Business Statistics Working Papers (2015) Downloads (2015)

2016

  1. Privatization and Fiscal Deficits in European Emerging Markets
    Emerging Markets Finance and Trade, 2016, 52, (11), 2585-2594 Downloads

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 (4)
  2. Forecasting the intermittent demand for slow-moving inventories: A modelling approach
    International Journal of Forecasting, 2012, 28, (2), 485-496 Downloads View citations (42)
  3. Local spatial heteroscedasticity (LOSH)
    The Annals of Regional Science, 2012, 48, (2), 529-539 Downloads View citations (7)

2010

  1. A new end-of-auction model for curbing sniping
    Journal of the Operational Research Society, 2010, 61, (8), 1265-1272 Downloads View citations (9)
  2. Long-run credit growth in the US
    Journal of Economics and Business, 2010, 62, (5), 383-400 Downloads

2009

  1. Introduction to time series monitoring
    International Journal of Forecasting, 2009, 25, (3), 463-466 Downloads View citations (2)
  2. Monitoring processes with changing variances
    International Journal of Forecasting, 2009, 25, (3), 518-525 Downloads View citations (1)
    See also Working Paper Monitoring Processes with Changing Variances, Working Papers (2008) Downloads (2008)

2008

  1. Forecasting time series with multiple seasonal patterns
    European Journal of Operational Research, 2008, 191, (1), 207-222 Downloads View citations (46)

2007

  1. Comments on "significance tests harm progress in forecasting"
    International Journal of Forecasting, 2007, 23, (2), 331-332 Downloads
  2. Delivery performance in vendor selection decisions
    European Journal of Operational Research, 2007, 176, (1), 534-541 Downloads View citations (2)
  3. The Estimation of Conditional Distributions From Large Databases
    The American Statistician, 2007, 61, 308-314 Downloads

2006

  1. Market risk and process uncertainty in production operations
    Naval Research Logistics (NRL), 2006, 53, (7), 627-640 Downloads
  2. Twenty-five years of forecasting
    International Journal of Forecasting, 2006, 22, (3), 413-414 Downloads View citations (4)

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 (31)

2004

  1. Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation
    International Journal of Forecasting, 2004, 20, (1), 1-3 Downloads View citations (1)
  2. Exponential smoothing models: Means and variances for lead-time demand
    European Journal of Operational Research, 2004, 158, (2), 444-455 Downloads View citations (11)
  3. Shrinking: When and how?
    International Journal of Forecasting, 2004, 20, (4), 567-568 Downloads View citations (2)

2002

  1. Forecasting for inventory control with exponential smoothing
    International Journal of Forecasting, 2002, 18, (1), 5-18 Downloads View citations (17)
    See also Working Paper Forecasting for Inventory Control with Exponential Smoothing, Monash Econometrics and Business Statistics Working Papers (1999) Downloads View citations (1) (1999)
  2. Principles of Forecasting: A Handbook for Researchers and Practitioners: J. Scott Armstrong (Ed.), (2001), Boston: Kluwer Academic Publishers, 849 pages. Hardback: ISBN: 0-7923-7930-6; $190, [UK pound]133, [euro;]210.00, Paperback: ISBN: 07923-7401-0; $95; [UK pound]66.50, [euro;]105
    International Journal of Forecasting, 2002, 18, (3), 468-478 Downloads

2001

  1. Forecasting models and prediction intervals for the multiplicative Holt-Winters method
    International Journal of Forecasting, 2001, 17, (2), 269-286 Downloads 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) Downloads View citations (5) (1999)
  2. 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)
  3. Testing for Local Spatial Autocorrelation in the Presence of Global Autocorrelation
    Journal of Regional Science, 2001, 41, (3), 411-432 Downloads View citations (45)

2000

  1. Analysis of a dual sourcing inventory model with normal unit demand and Erlang mixture lead times
    European Journal of Operational Research, 2000, 120, (1), 97-107 Downloads View citations (11)
  2. Automatic neural network modeling for univariate time series
    International Journal of Forecasting, 2000, 16, (4), 509-515 Downloads View citations (20)
  3. Commercially available software and the M3-Competition
    International Journal of Forecasting, 2000, 16, (4), 531-531 Downloads View citations (1)
  4. The M3-Competition1
    International Journal of Forecasting, 2000, 16, (4), 433-436 Downloads View citations (11)
  5. Viewpoint and Respons
    Journal of the Operational Research Society, 2000, 51, (9), 1107-1110 Downloads

1999

  1. 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 Downloads View citations (9)

1998

  1. An Inventory Model with Order Crossover
    Operations Research, 1998, 46, (3-supplement-3), S112-S119 Downloads View citations (20)

1996

  1. Outliers in statistical data: V. Barnett and T. Lewis, 1994, 3rd edition, (John Wiley & Sons, Chichester), 584 pp., [UK pound]55.00, ISBN 0-471-93094-6
    International Journal of Forecasting, 1996, 12, (1), 175-176 Downloads

1995

  1. Rethinking the reengineering metaphor
    The Electricity Journal, 1995, 8, (7), 22-30 Downloads
  2. The future of the International Journal of Forecasting
    International Journal of Forecasting, 1995, 11, (2), 197-198 Downloads

1994

  1. Elements of multivariate time series: Gregory C. Reinsel, 1993, Springer Series in Statistics, (Springer-Verlag, New York), 263 pp. US 49.00. ISBN 0-387-94063-4
    International Journal of Forecasting, 1994, 10, (3), 463-463 Downloads
  2. The past and the future of forecasting research
    International Journal of Forecasting, 1994, 10, (1), 151-159 Downloads View citations (4)

1993

  1. Calculating Interval Forecasts: Comment
    Journal of Business & Economic Statistics, 1993, 11, (2), 138-39
  2. Calculating interval forecasts: C. Chatfield, Journal of business and economic statistics, 11 (1993), 121-144 (with discussion and response by author)
    International Journal of Forecasting, 1993, 9, (3), 430-430 Downloads
  3. Note: Dual sourcing with nonidentical suppliers
    Naval Research Logistics (NRL), 1993, 40, (2), 279-288 Downloads View citations (5)
  4. Personal views of the M2-competition
    International Journal of Forecasting, 1993, 9, (1), 26-28 Downloads View citations (2)
  5. The M2-competition: A real-time judgmentally based forecasting study
    International Journal of Forecasting, 1993, 9, (1), 5-22 Downloads View citations (77)

1991

  1. Automatic forecasting using explanatory variables: A comparative study
    International Journal of Forecasting, 1991, 7, (2), 127-140 Downloads View citations (7)
  2. Sole Versus Dual Sourcing in Stochastic Lead-Time (s, Q) Inventory Models
    Management Science, 1991, 37, (4), 428-443 Downloads View citations (82)

1990

  1. Improving and Measuring the Performance of a Securities Industry Surveillance System
    Interfaces, 1990, 20, (5), 31-42 Downloads View citations (1)

1989

  1. Forecasting using automatic identification procedures: A comparative analysis
    International Journal of Forecasting, 1989, 5, (2), 209-215 Downloads View citations (3)
  2. Market structure and technological change: William L. Baldwin and John T. Scott, (Harwood Academic Publishers, Chur, New York and Switzerland, 1987) pp. 170, $?
    International Journal of Forecasting, 1989, 5, (2), 281-282 Downloads
  3. Model selection and estimation for technological growth curves
    International Journal of Forecasting, 1989, 5, (4), 501-513 Downloads View citations (12)

1988

  1. Future developments in forecasting: The time series connexion
    International Journal of Forecasting, 1988, 4, (3), 389-401 Downloads View citations (2)
  2. The manager's guide to business forecasting: Michael Barron and David Targett. (Blackwell, Oxford and New York, 1985) pp. 230, $39.95, [UK pound]15.00
    International Journal of Forecasting, 1988, 4, (3), 498-498 Downloads

1986

  1. AUTOBOX: (Version 1.02, March 1986). Automatic Forecasting Systems Inc., P.O. Box 563, Hatboro, PA 19040, 215-675-0652. List price $1,695 (AUTOBJ-univariate only-$595). Requirements: 320K, two disk drives (or one drive and a hard disk), DOS 2.0 or better
    International Journal of Forecasting, 1986, 2, (4), 511-513 Downloads
  2. The forecasting accuracy of major time series methods: Spyros Makridakis, Allen Andersen, Robert Carbone, Robert Fildes, Michele Hibon, Rudolf Lewandowski, Joseph Newton, Emmanuel Parzen and Robert Winkler (Wiley, New York and Chichester, 1984) $34.50/sP43.50, pp. 301
    International Journal of Forecasting, 1986, 2, (1), 119-121 Downloads

1985

  1. An Investigation of Transactions Data for NYSE Stocks
    Journal of Finance, 1985, 40, (3), 723-39 Downloads View citations (270)

1983

  1. The truncated normal–gamma mixture as a distribution for lead time demand
    Naval Research Logistics Quarterly, 1983, 30, (2), 359-365 Downloads View citations (1)

1977

  1. A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing
    Econometrica, 1977, 45, (3), 737-44 Downloads View citations (22)
  2. Algorithm 2: Latent Roots and Vectors of an Arbitrary Real Matrix
    Environment and Planning A, 1977, 9, (6), 703-713 Downloads

1976

  1. The Analysis of Commuting Patterns
    Environment and Planning A, 1976, 8, (8), 941-946 Downloads

1975

  1. The Comparison of Means When Samples Consist of Spatially Autocorrelated Observations
    Environment and Planning A, 1975, 7, (6), 725-734 Downloads View citations (2)

Chapters

2010

  1. Spatial Autocorrelation: A Statistician’s Reflections
    Springer
  2. The Analysis of Spatial Association by Use of Distance Statistics
    Springer View citations (85)
 
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