1973 …2017
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Research Output 1973 2017

2017

Forecasting compositional time series: A state space approach

Snyder, R. D., Ord, J. K., Koehler, A. B., McLaren, K. R. & Beaumont, A. N., 1 Apr 2017, In : International Journal of Forecasting. 33, 2, p. 502-512 11 p.

Research output: Contribution to journalArticleResearchpeer-review

2012

A study of outliers in the exponential smoothing approach to forecasting

Koehler, A. B., Snyder, R. D., Ord, J. K. & Beaumont, A. N., 2012, In : International Journal of Forecasting. 28, 2, p. 477 - 484 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing

Taylor, J. W. & Snyder, R. D., 2012, In : OMEGA International Journal of Management Science. 40, 6, p. 748 - 757 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting the intermittent demand for slow-moving inventories: A modelling approach

Snyder, R. D., Ord, J. K. & Beaumont, A. N., 2012, In : International Journal of Forecasting. 28, 2, p. 485 - 496 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2011

Forecasting time series with complex seasonal patterns using exponential smoothing

De Livera, A., Hyndman, R. & Snyder, R., 2011, In : Journal of the American Statistical Association. 106, 496, p. 1513 - 1527 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2010

The vector innovations structural time series framework: A simple approach to multivariate forecasting

de Silva, A. J., Hyndman, R. & Snyder, R., 2010, In : Statistical Modelling. 10, 4, p. 353 - 374 22 p.

Research output: Contribution to journalArticleResearchpeer-review

2009

A multivariate innovations state space Beveridge-Nelson decomposition

de Silva, A. J., Hyndman, R. J. & Snyder, R. D., 2009, In : Economic Modelling. 26, 5, p. 1067 - 1074 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Incorporating a tracking signal into a state space model

Snyder, R. D. & Koehler, A. B., 2009, In : International Journal of Forecasting. 25, 3, p. 526 - 530 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Monitoring processes with changing variances

Ord, J. K., Koehler, A. B., Snyder, R. D. & Hyndman, R. J., 2009, In : International Journal of Forecasting. 25, 3, p. 518 - 525 8 p.

Research output: Contribution to journalArticleResearchpeer-review

2008

Feasible parameter regions for alternative discrete state space models

Feigin, P. D., Gould, P. G., Martin, G. M. & Snyder, R. D., 2008, In : Statistics and Probability Letters. 78, 17, p. 2963 - 2970 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting time series with multiple seasonal patterns

Gould, P. G., Koehler, A. B., Ord, J. K., Snyder, R. D., Hyndman, R. J. & Vahid-Araghi, F., 2008, In : European Journal of Operational Research. 191, 1, p. 205 - 220 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting with Exponential Smoothing: The State Space Approach

Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D., 2008, Berlin Germany: Springer. 372 p.

Research output: Book/ReportBookResearchpeer-review

2006

Discussion

Snyder, R. D., 2006, In : International Journal of Forecasting. 22, 4, p. 673 - 676 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Exponential smoothing model selection for forecasting

Billah, B., King, M. L., Snyder, R. D. & Koehler, A. B., 2006, In : International Journal of Forecasting. 22, 2, p. 239 - 247 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting with exponential smoothing: Exact prediction distributions in the presence of model uncertainty

Forbes, C. S., Snyder, R. D. & Shami, R. G., 2006, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society. Bardsley, P. & Dungey, M. (eds.). http://esam06.anu.edu.au/: The Econometric Society, p. 1 - 19 19 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Single source of error state space approach to the Beveridge Nelson decomposition

Anderson, H. M., Low, C. N. & Snyder, R. D., 2006, In : Economics Letters. 91, 1, p. 104 - 109 6 p.

Research output: Contribution to journalArticleResearchpeer-review

2005

Prediction intervals for exponential smoothing using two new classes of state space models

Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D., 2005, In : Journal of Forecasting. 24, 1, p. 17 - 37 21 p.

Research output: Contribution to journalArticleResearchpeer-review

2004

Exponential smoothing models: means and variances for lead-time demand

Snyder, R. D., Koehler, A. B., Hyndman, R. J. & Ord, J. K., 2004, In : European Journal of Operational Research. 158, 2, p. 444 - 455 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2003

Reconstructing the Kalman filter for stationary and non stationary time series

Snyder, R. D. & Forbes, C. S., 2003, In : Studies in Nonlinear Dynamics & Econometrics. 7, 2, p. 1 - 18 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2002

A state space framework for automatic forecasting using exponential smoothing methods

Hyndman, R. J., Koehler, A. B., Snyder, R. D. & Grose, S. D., 2002, In : International Journal of Forecasting. 18, 3, p. 439 - 454 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting for inventory control with exponential smoothing

Snyder, R. D., Koehler, A. B. & Ord, J. K., 2002, In : International Journal of Forecasting. 18, 1, p. 5 - 18 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting sales of slow and fast moving inventories

Snyder, R. D., 2002, In : European Journal of Operational Research. 140, 3, p. 684 - 699 16 p.

Research output: Contribution to journalArticleResearchpeer-review

2001

A new look at models for exponential smoothing

Chatfield, C., Koehler, A. B., Ord, J. K. & Snyder, R. D., 2001, In : Journal of the Royal Statistical Society Series D-The Statistician. 50, 2, p. 147 - 159 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Exponential smoothing of seasonal data: A comparison

Snyder, R. D. & Shami, R. G., 2001, In : Journal of Forecasting. 20, p. 197 - 202 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting models and prediction intervals for the multiplicative Holt-Winters method

Koehler, A. B., Snyder, R. D. & Ord, J. K., 2001, In : International Journal of Forecasting. 17, p. 269 - 286 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Prediction intervals for ARIMA models

Snyder, R. D., Ord, J. K. & Koehler, A. B., 2001, In : Journal of Business & Economic Statistics. 19, 2, p. 217 - 225 9 p.

Research output: Contribution to journalArticleResearchpeer-review

1999

Forecasting for inventory control with exponential smoothing

Snyder, R. D., Koehler, A. B. & Ord, J. K., 1999, Melbourne Vic Australia: Monash University Publishing. 28 p.

Research output: Book/ReportBookOther

Forecasting models and prediction intervals for the multiplicative Holt-Winters method

Koehler, A. B., Snyder, R. D. & Ord, J. K., 1999, Melbourne Vic Australia: Monash University Publishing. 27 p.

Research output: Book/ReportBookOther

Forecasting sales of slow and fast moving inventories

Snyder, R. D., 1999, Melbourne Vic Australia: Monash University Publishing. 19 p.

Research output: Book/ReportBookOther

Lead time demand for simple exponential smoothing: an adjustment factor for the standard deviation

Snyder, R. D., Koehler, A. B. & Ord, J. K., 1999, In : Journal of the Operational Research Society. p. 1079 - 1082 4 p.

Research output: Contribution to journalArticleResearchpeer-review

1998

Exponential smoothing methods of forecasting and general ARMA time series representations

Shami, R. G. & Snyder, R. D., 1998, Melbourne Vic Australia: Monash University Publishing. 13 p.

Research output: Book/ReportBookOther

Lead time demand for simple exponential smoothing

Snyder, R. D., Koehler, A. B. & Ord, J. K., 1998, Melbourne Vic Australia: Monash University Publishing. 11 p.

Research output: Book/ReportBookOther

1997

Estimation and prediction for a class of dynamic nonlinear statistical models

Ord, J. K., Koehler, A. B. & Snyder, R. D., 1997, In : Journal of the American Statistical Association. p. 1621 - 1629 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Exponential smoothing of seasonal data: A comparison

Shami, R. G. & Snyder, R. D., 1997, Melbourne Vic Australia: Monash University Publishing. 8 p.

Research output: Book/ReportBookOther

Exponential smoothing of seasonal data: A comparison

Shami, R. G. & Snyder, R. D., 1997, Proceedings of the Fourth International Meeting of Decision Sciences Institute. Sydney NSW Australia: Pitman, p. 722 - 724 3 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Identifying models for the multiplicative Holt-Winters Method

Koehler, A. B., Ord, J. K. & Snyder, R. D., 1 Dec 1997, p. 1045-1047. 3 p.

Research output: Contribution to conferencePaperOtherpeer-review

Prediction intervals for ARIMA models

Snyder, R. D., Ord, J. K. & Koehler, A. B., 1997, Melbourne Vic Australia: Monash University Publishing. 29 p.

Research output: Book/ReportBookOther

Trends, lead times and forecasting

Saligari, G. R. & Snyder, R. D., 1997, In : International Journal of Forecasting. p. 477 - 488 12 p.

Research output: Contribution to journalArticleResearchpeer-review

1996

Initialization of the Kalman filter with partially diffuse initial conditions

Snyder, R. D. & Saligari, G. R., 1 Jan 1996, In : Journal of Time Series Analysis. 17, 4, p. 409-424 16 p.

Research output: Contribution to journalArticleResearchpeer-review

1990

Structural time series models in inventory control

Harvey, A. & Snyder, R. D., 1 Jan 1990, In : International Journal of Forecasting. 6, 2, p. 187-198 12 p.

Research output: Contribution to journalArticleResearchpeer-review

1989

A REVIEW OF THE FORECASTING PACKAGE STAMP

Snyder, R. D., 1 Jan 1989, In : Journal of Economic Surveys. 3, 4, p. 345-351 7 p.

Research output: Contribution to journalReview ArticleResearchpeer-review

Control of inventories with intermittent demand

Dunsmuir, W. T. M. & Snyder, R. N., 5 May 1989, In : European Journal of Operational Research. 40, 1, p. 16-21 6 p.

Research output: Contribution to journalArticleResearchpeer-review

1988

Computational aspects of kalman filtering with a diffuse prior distribution

Snyder, R. D., 1 Sep 1988, In : Journal of Statistical Computation and Simulation. 30, 2, p. 157-158 2 p.

Research output: Contribution to journalComment / DebateOtherpeer-review

Computational Aspects of Kalman Filtering with a Diffuse Prior Distribution

Snyder, R. D., 1 Feb 1988, In : Journal of Statistical Computation and Simulation. 29, 1, p. 77-86 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Progressive tuning of simple exponential smoothing forecasts

Snyder, R. D., 1 Jan 1988, In : Journal of the Operational Research Society. 39, 4, p. 393-399 7 p.

Research output: Contribution to journalArticleResearchpeer-review

1987

The safety stock paradox

Snyder, R. D., 1 Jan 1987, In : IIE Transactions (Institute of Industrial Engineers). 19, 4, p. 472-474 3 p.

Research output: Contribution to journalComment / DebateOtherpeer-review

1984

Inventory control with the gamma probability distribution

Snyder, R. D., 1 Jan 1984, In : European Journal of Operational Research. 17, 3, p. 373-381 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Linear programming with special ordered sets

Snyder, R. D., 1 Jan 1984, In : Journal of the Operational Research Society. 35, 1, p. 69-74 6 p.

Research output: Contribution to journalArticleResearchpeer-review

1982

Robust time series analysis

Snyder, R. D., 1 Jan 1982, In : European Journal of Operational Research. 9, 2, p. 168-172 5 p.

Research output: Contribution to journalArticleResearchpeer-review