Assoc Prof Ralph Snyder - Researcher Profile

Biography

Ralph works in the Faculty of Business & Economics at Monash University as an Associate Professor.

Qualifications

OPERATIONS RESEARCH

Institution: The University of Birmingham

Year awarded: 1973

ECONOMICS

Institution: Monash University

Year awarded: 1970

ECONOMICS (HONS 1)

Institution: Monash University

Year awarded: 1969

Publications

Books

Hyndman, R.J., Koehler, A.B., Ord, J., Snyder, R.D., 2008, Forecasting with Exponential Smoothing: The State Space Approach, Springer, Berlin Germany.

Snyder, R.D., Koehler, A.B., Ord, J.K., 1999, Forecasting for inventory control with exponential smoothing, Monash University, Melbourne Vic Australia.

Koehler, A.B., Snyder, R.D., Ord, J.K., 1999, Forecasting models and prediction intervals for the multiplicative Holt-Winters method, Monash University, Melbourne Vic Australia.

Snyder, R.D., 1999, Forecasting sales of slow and fast moving inventories, Monash University, Melbourne Vic Australia.

Shami, R.G., Snyder, R.D., 1998, Exponential smoothing methods of forecasting and general ARMA time series representations, Monash University, Melbourne Vic Australia.

Snyder, R.D., Koehler, A.B., Ord, J.K., 1998, Lead time demand for simple exponential smoothing, Monash University, Melbourne Vic Australia.

Shami, R.G., Snyder, R.D., 1997, Exponential smoothing of seasonal data: A comparison, Monash University, Melbourne Vic Australia.

Snyder, R.D., Ord, J.K., Koehler, A.B., 1997, Prediction intervals for ARIMA models, Monash University, Melbourne Vic Australia.

Inder, B.A., Snyder, R.D., 1997, Trend stability and structural change: An extension to the M1 forecasting competition, Monash University, Melbourne Vic Australia.

Journal Articles

Koehler, A.B., Snyder, R.D., Ord, J., Beaumont, A.N., 2012, A study of outliers in the exponential smoothing approach to forecasting, International Journal of Forecasting [P], vol 28, issue 2, Elsevier BV, Amsterdam Netherlands, pp. 477-484.

Taylor, J.W., Snyder, R.D., 2012, Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing, Omega [P], vol 40, issue 6, Pergamon, Kidlington UK, pp. 748-757.

Snyder, R.D., Ord, J., Beaumont, A.N., 2012, Forecasting the intermittent demand for slow-moving inventories: A modelling approach, International Journal of Forecasting [P], vol 28, issue 2, Elsevier BV, Amsterdam Netherlands, pp. 485-496.

De Livera, A., Hyndman, R., Snyder, R., 2011, Forecasting time series with complex seasonal patterns using exponential smoothing, Journal Of The American Statistical Association [P], vol 106, issue 496, American Statistical Association, Baltimore MD USA, pp. 1513-1527.

de Silva, A., Hyndman, R., Snyder, R., 2010, The vector innovations structural time series framework: A simple approach to multivariate forecasting, Statistical Modelling [P], vol 10, issue 4, Sage Publications India Pvt Ltd, India, pp. 353-374.

de Silva, A., Hyndman, R.J., Snyder, R.D., 2009, A multivariate innovations state space Beveridge-Nelson decomposition, Economic Modelling [P], vol 26, issue 5, Elsevier BV, North-Holland, Netherlands, pp. 1067-1074.

Snyder, R.D., Koehler, A.B., 2009, Incorporating a tracking signal into a state space model, International Journal of Forecasting [P], vol 25, issue 3, Elsevier BV, The Netherlands, pp. 526-530.

Ord, J., Koehler, A.B., Snyder, R.D., Hyndman, R.J., 2009, Monitoring processes with changing variances, International Journal of Forecasting [P], vol 25, issue 3, Elsevier BV, The Netherlands, pp. 518-525.

Feigin, P.D., Gould, P.G., Martin, G.M., Snyder, R.D., 2008, Feasible parameter regions for alternative discrete state space models, Statistics and Probability Letters, vol 78, issue 17, Elsevier BV, North-Holland, Netherlands, pp. 2963-2970.

Gould, P.G., Koehler, A.B., Ord, J.K., Snyder, R.D., Hyndman, R.J., Vahid-Araghi, F., 2008, Forecasting time series with multiple seasonal patterns, European Journal of Operational Research, vol 191, issue 1, Elsevier BV, North-Holland, Netherlands, pp. 205-220.

Snyder, R.D., 2006, Discussion, International Journal of Forecasting, vol 22, issue 4, Elsevier, The Netherlands, pp. 673-676.

Billah, B., King, M.L., Snyder, R.D., Koehler, A.B., 2006, Exponential smoothing model selection for forecasting, International Journal of Forecasting, vol 22, issue 2, Elsevier, The Netherlands, pp. 239-247.

Anderson, H.M., Low, C.N., Snyder, R.D., 2006, Single source of error state space approach to the Beveridge Nelson decomposition, Economics Letters, vol 91, issue 1, Elsevier, The Netherlands, pp. 104-109.

Hyndman, R.J., Koehler, A.B., Ord, J.K., Snyder, R.D., 2005, Prediction intervals for exponential smoothing using two new classes of state space models, Journal of Forecasting, vol 24, issue 1, John Wiley & Sons Ltd, UK, pp. 17-37.

Snyder, R.D., Koehler, A.B., Hyndman, R.J., Ord, J.K., 2004, Exponential smoothing models: means and variances for lead-time demand, European Journal of Operational Research, vol 158, issue 2, Elsevier BV, The Netherlands, pp. 444-455.

Snyder, R.D., Forbes, C.S., 2003, Reconstructing the Kalman filter for stationary and non stationary time series, Studies in Nonlinear Dynamics & Econometrics, vol 7, issue 2, Berkeley Electronic Press, USA, pp. 1-18.

Hyndman, R.J., Koehler, A.B., Snyder, R.D., Grose, S.D., 2002, A state space framework for automatic forecasting using exponential smoothing methods, International Journal of Forcasting, vol 18, issue 3, Elsevier Science, Netherland, pp. 439-454.

Snyder, R.D., Koehler, A.B., Ord, J.K., 2002, Forecasting for inventory control with exponential smoothing, International Journal of Forecasting, vol 18, issue 1, Elsevier Science, Netherland, pp. 5-18.

Snyder, R.D., 2002, Forecasting sales of slow and fast moving inventories, European Journal of Operational Research, vol 140, issue 3, Elsevier Science, Netherland, pp. 684-699.

Chatfield, C., Koehler, A.B., Ord, J.K., Snyder, R.D., 2001, A new look at models for exponential smoothing, The Statistician, vol 50, issue 2, Royal Statistical Society, UK, pp. 147-159.

Snyder, R.D., Shami, R.G., 2001, Exponential smoothing of seasonal data: A comparison, Journal of Forecasting, vol 20, Wiley, UK, pp. 197-202.

Koehler, A.B., Snyder, R.D., Ord, J.K., 2001, Forecasting models and prediction intervals for the multiplicative Holt-Winters method, International Journal of Forecasting, vol 17, Elsevier, Holland, pp. 269-286.

Snyder, R.D., Ord, J.K., Koehler, A.B., 2001, Prediction intervals for ARIMA models, Journal of Business and Economic Statistics, vol 19, issue 2, American Statistical Association, USA, pp. 217-225.

Snyder, R.D., Koehler, A.B., Ord, J.K., 1999, Lead time demand for simple exponential smoothing: an adjustment factor for the standard deviation, Journal of the Operational Research Society, vol 50, Stockton Press, Basingstoke UK, pp. 1079-1082.

Ord, J.K., Koehler, A.B., Snyder, R.D., 1997, Estimation and prediction for a class of dynamic nonlinear statistical models, Journal of the American Statistical Association, vol 92, American Statistical Association, Alexandria USA, pp. 1621-1629.

Saligari, G.R., Snyder, R.D., 1997, Trends, lead times and forecasting, International Journal of Forecasting, vol 13, Elsevier, Shannon Ireland, pp. 477-488.

Conference Proceedings

Forbes, C.S., Snyder, R.D., Shami, R.G., 2006, Forecasting with exponential smoothing: Exact prediction distributions in the presence of model uncertainty, Proceedings of ESAM 2006: Australasian Meeting of the Econometric Society, 04 July 2006 to 07 July 2006, The Econometric Society, http://esam06.anu.edu.au/, pp. 1-19.

Shami, R.G., Snyder, R.D., 1997, Exponential smoothing of seasonal data: A comparison, Proceedings of the Fourth International Meeting of Decision Sciences Institute, 20-23 July, 1997., Pitman, Sydney NSW Australia, pp. 722-724.

Postgraduate Research Supervisions

Completed Supervision

Student:

De Livera, A.

Program of Study:

Modeling time series with complex seasonal patterns using exponential smoothing. (PHD) 2010.

Supervisors:

Hyndman, R (Main), Snyder, R (Associate).

Student:

De Silva, A.

Program of Study:

The vector innovations structural time series framework. (PHD) 2007.

Supervisors:

Hyndman, R (Main), Snyder, R (Associate).

Student:

Deng, M.

Program of Study:

An anisotropic model for spatial processes. (PHD) 2006.

Supervisors:

Snyder, R (Main), Gordon-Brown, L (Associate).

Student:

Gordon-Brown, L.

Program of Study:

MULTI-CRITERIA VEHICLE ROUTING OPTIMISATION: TIDBINBILLA SPACE TRACKING STATION. (PHD) 2000.

Supervisors:

Snyder, R (Main).

Student:

Gould, P.

Program of Study:

Econometric modelling of road crashes. (PHD) 2006.

Supervisors:

Triggs, T (Main), Cameron, M (Associate), Snyder, R (Associate).

Student:

Low, C.

Program of Study:

Forecasting time series with permanent structural change and short-run stuctural breaks. (PHD) 2006.

Supervisors:

Snyder, R (Main).

Student:

Shami, R.

Program of Study:

BAYESIAN ANALYSIS OF A STRUCTURAL MODEL WITH REGIME SWITCHING. (PHD) 2001.

Supervisors:

Forbes, C (Main), Snyder, R (Associate).