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Information about:
Ralph David Snyder

Personal Details | Affiliation | Works
This is information that was supplied by Ralph Snyder in registering through RePEc. If you are Ralph David Snyder , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Ralph
Middle Name: David
Last Name: Snyder
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RePEc Short-ID: psn11

Email:
Homepage: http://www-personal.buseco.monash.edu.au/~snyder
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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months
  3. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Ralph D. Snyder & J. Keith Ord, 2009. "Exponential Smoothing and the Akaike Information Criterion," Monash Econometrics and Business Statistics Working Papers 4/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  2. J. Keith Ord & Rob J. Hyndman & Anne B. Koehler & Ralph D. Snyder, 2008. "Monitoring Processes with Changing Variances," Monash Econometrics and Business Statistics Working Papers 4/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  3. Ralph D. Snyder & Anne B. Koehler, 2008. "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers 7/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  4. Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007. "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers 4/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  5. Ralph D. Snyder & Adrian Beaumont, 2007. "A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts," Monash Econometrics and Business Statistics Working Papers 15/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  6. Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder, 2007. "The vector innovation structural time series framework: a simple approach to multivariate forecasting," Monash Econometrics and Business Statistics Working Papers 3/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  7. Ralph D. Snyder & Anne B. Koehler, 2006. "Incorporating a Tracking Signal into State Space Models for Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 16/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  8. Chin Nam Low & Heather Anderson & Ralph Snyder, 2006. "Beveridge-Nelson Decomposition with Markov Switching," Melbourne Institute Working Paper Series wp2006n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    Other versions:

  9. Ralph D Snyder, 2005. "A Pedant's Approach to Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 5/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  10. Baki Billah & Maxwell L King & Ralph D Snyder & Anne B Koehler, 2005. "Exponential Smoothing Model Selection for Forecasting," Monash Econometrics and Business Statistics Working Papers 6/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  11. J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds, 2005. "Time Series Forecasting: The Case for the Single Source of Error State Space," Monash Econometrics and Business Statistics Working Papers 7/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  12. Phillip Gould & Anne B. Koehler & Farshid Vahid-Araghi & Ralph D. Snyder & J. Keith Ord & Rob J. Hyndman, 2004. "Forecasting Time-Series with Correlated Seasonality," Monash Econometrics and Business Statistics Working Papers 28/04, Monash University, Department of Econometrics and Business Statistics, revised Oct 2005. [Downloadable!]

  13. Chin Nam Low & Heather Anderson & Ralph Snyder, 2004. "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Econometric Society 2004 Australasian Meetings 242, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

  14. Ralph D. Snyder, 2004. "Exponential Smoothing: A Prediction Error Decomposition Principle," Monash Econometrics and Business Statistics Working Papers 15/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  15. Ralph D. Snyder & Catherine S. Forbes, 2002. "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Monash Econometrics and Business Statistics Working Papers 14/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  16. Ralph D. Snyder & Anne B. Koehler & Rob J. Hyndman & J. Keith Ord, 2002. "Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand," Monash Econometrics and Business Statistics Working Papers 3/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  17. Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D., 2001. "Prediction Intervals for Exponential Smoothing State Space Models," Monash Econometrics and Business Statistics Working Papers 11/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  18. Forbes, C.S. & Snyder, R.D. & Shami, R.S., 2000. "Bayesian Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 7/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  19. Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S., 2000. "A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers 9/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  20. Koehler, A.B. & Snyder, R.D. & Ord, J.K., 1999. "Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method," Monash Econometrics and Business Statistics Working Papers 1/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  21. Snyder, R.D. & Koehler, A. & Ord, K., 1999. "Forecasting for Inventory Control with Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 10/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  22. Snyder, R.D. & Forbes, C.S., 1999. "Understanding the Kalman Filter: an Object Oriented Programming Perspective," Monash Econometrics and Business Statistics Working Papers 14/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  23. Snyder, R., 1999. "Forecasting Sales of Slow and Fast Moving Inventories," Monash Econometrics and Business Statistics Working Papers 7/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  24. Snyder, R.D. & Koehler, A.B. & Ord, J.K., 1998. "Lead Time demand for Simple Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 13/98, Monash University, Department of Econometrics and Business Statistics.

  25. Shami, R.G. & Snyder, R.D., 1998. "Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations," Monash Econometrics and Business Statistics Working Papers 3/98, Monash University, Department of Econometrics and Business Statistics.

  26. Snyder, R.D. & Ord, J.K. & Koehler, A.B., 1997. "Prediction Intervals for Arima Models," Monash Econometrics and Business Statistics Working Papers 8/97, Monash University, Department of Econometrics and Business Statistics.
    Published as:

  27. Snyder, R. & Inder, B., 1997. "Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition," Monash Econometrics and Business Statistics Working Papers 9/97, Monash University, Department of Econometrics and Business Statistics.

  28. Shami, R.G. & Snyder, R.D., 1997. "Exponential Smoothing of Seasonal Data: A Comparison," Monash Econometrics and Business Statistics Working Papers 10/97, Monash University, Department of Econometrics and Business Statistics.
    Published as:

  29. Saligari, G.R. & Snyder, R.D., 1996. "Trends, Lead Times and Forecasting," Monash Econometrics and Business Statistics Working Papers 1/96, Monash University, Department of Econometrics and Business Statistics.
    Published as:

  30. Snyder, R.D. & Grose, S., 1996. "Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals," Monash Econometrics and Business Statistics Working Papers 11/96, Monash University, Department of Econometrics and Business Statistics.

  31. Ord, J.K. & Koehler, A. & Snyder, R.D., 1995. "Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models," Monash Econometrics and Business Statistics Working Papers 4/95, Monash University, Department of Econometrics and Business Statistics.

  32. Snyder, R.D., 1995. "Inventory Control: Back to the Molehills," Monash Econometrics and Business Statistics Working Papers 5/95, Monash University, Department of Econometrics and Business Statistics.

Articles

  1. Feigin, Paul D. & Gould, Phillip & Martin, Gael M. & Snyder, Ralph D., 2008. "Feasible parameter regions for alternative discrete state space models," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2963-2970, December. [Downloadable!] (restricted)

  2. Gould, Phillip G. & Koehler, Anne B. & Ord, J. Keith & Snyder, Ralph D. & Hyndman, Rob J. & Vahid-Araghi, Farshid, 2008. "Forecasting time series with multiple seasonal patterns," European Journal of Operational Research, Elsevier, vol. 191(1), pages 207-222, November. [Downloadable!] (restricted)

  3. Anderson, Heather M. & Low, Chin Nam & Snyder, Ralph, 2006. "Single source of error state space approach to the Beveridge Nelson decomposition," Economics Letters, Elsevier, vol. 91(1), pages 104-109, April. [Downloadable!] (restricted)
    Other versions:

  4. Snyder, Ralph, 2006. "Discussion," International Journal of Forecasting, Elsevier, vol. 22(4), pages 673-676. [Downloadable!] (restricted)

  5. Billah, Baki & King, Maxwell L. & Snyder, Ralph D. & Koehler, Anne B., 2006. "Exponential smoothing model selection for forecasting," International Journal of Forecasting, Elsevier, vol. 22(2), pages 239-247. [Downloadable!] (restricted)
    Other versions:

  6. Anne B. Koehler & Rob J. Hyndman & Ralph D. Snyder & J. Keith Ord, 2005. "Prediction intervals for exponential smoothing using two new classes of state space models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(1), pages 17-37. [Downloadable!]

  7. Snyder, Ralph D. & Koehler, Anne B. & Hyndman, Rob J. & Ord, J. Keith, 2004. "Exponential smoothing models: Means and variances for lead-time demand," European Journal of Operational Research, Elsevier, vol. 158(2), pages 444-455, October. [Downloadable!] (restricted)

  8. Ralph Snyder & Catherine Forbes, 2003. "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 7(2), pages 1087-1087. [Downloadable!] (restricted)
    Other versions:

  9. Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith, 2002. "Forecasting for inventory control with exponential smoothing," International Journal of Forecasting, Elsevier, vol. 18(1), pages 5-18. [Downloadable!] (restricted)
    Other versions:

  10. Snyder, Ralph, 2002. "Forecasting sales of slow and fast moving inventories," European Journal of Operational Research, Elsevier, vol. 140(3), pages 684-699, August. [Downloadable!] (restricted)
    Other versions:

  11. Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone, 2002. "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, Elsevier, vol. 18(3), pages 439-454. [Downloadable!] (restricted)
    Other versions:

  12. Snyder, Ralph D & Ord, J Keith & Koehler, Anne B, 2001. "Prediction Intervals for ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 217-25, April.
    Other versions:

  13. Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith, 2001. "Forecasting models and prediction intervals for the multiplicative Holt-Winters method," International Journal of Forecasting, Elsevier, vol. 17(2), pages 269-286. [Downloadable!] (restricted)
    Other versions:

  14. Snyder, Ralph D & Shami, Roland G, 2001. "Exponential Smoothing of Seasonal Data: A Comparison," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 197-202, April.
    Other versions:

  15. Saligari, Grant R. & Snyder, Ralph D., 1997. "Trends, lead times and forecasting," International Journal of Forecasting, Elsevier, vol. 13(4), pages 477-488, December. [Downloadable!] (restricted)
    Other versions:

  16. Harvey, Andrew & Snyder, Ralph D., 1990. "Structural time series models in inventory control," International Journal of Forecasting, Elsevier, vol. 6(2), pages 187-198, July. [Downloadable!] (restricted)

  17. Dunsmuir, W. T. M. & Snyder, R. N., 1989. "Control of inventories with intermittent demand," European Journal of Operational Research, Elsevier, vol. 40(1), pages 16-21, May. [Downloadable!] (restricted)

  18. Snyder, Ralph D, 1989. " A Review of the Forecasting Package Stamp," Journal of Economic Surveys, Blackwell Publishing, vol. 3(4), pages 345-51.

  19. Snyder, R. D., 1984. "Inventory control with the gamma probability distribution," European Journal of Operational Research, Elsevier, vol. 17(3), pages 373-381, September. [Downloadable!] (restricted)

  20. Snyder, R. D., 1982. "Robust time series analysis," European Journal of Operational Research, Elsevier, vol. 9(2), pages 168-172, February. [Downloadable!] (restricted)

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-08-26
  2. NEP-CMP: Computational Economics (1) 2002-04-25
  3. NEP-ECM: Econometrics (19) 2002-04-25 2002-08-10 2002-10-23 2004-09-05 2004-12-02 2004-12-20 2005-04-16 2005-04-16 2005-04-16 2006-07-15 2006-08-12 2006-08-26 2007-04-09 2007-05-12 2007-05-19 2008-01-05 2008-05-31 2009-03-22 2009-07-03 Author is listed
  4. NEP-ETS: Econometric Time Series (21) 2002-04-25 2002-04-25 2002-04-25 2002-04-25 2002-04-25 2002-07-31 2002-10-23 2004-09-05 2004-10-30 2004-12-02 2004-12-20 2005-04-16 2005-04-16 2006-07-15 2006-08-12 2006-08-26 2007-04-09 2007-05-12 2007-05-19 2009-03-22 2009-07-03 Author is listed
  5. NEP-FOR: Forecasting (5) 2006-08-12 2007-05-19 2008-01-05 2009-03-22 2009-07-03 Author is listed
  6. NEP-IFN: International Finance (1) 2007-05-19
  7. NEP-MAC: Macroeconomics (2) 2006-07-15 2007-04-09
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This page was last updated on 2009-10-27.

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