Koehler Anne B.

Anne B. Koehler

Information about the author Anne B. Koehler will soon be added to the site.
Found 9 papers in total
Prediction intervals for exponential smoothing using two new classes of state space models
Prediction intervals for exponential smoothing using two new classes of state space models
2005
Three general classes of state space models are presented, using the single source of...
Empirical information criteria for time series forecasting model selection
Empirical information criteria for time series forecasting model selection
2005
In this article, we propose a new empirical information criterion (EIC) for model...
Exponential smoothing models: Means and variances for lead-time demand
Exponential smoothing models: Means and variances for lead-time demand
2004
Exponential smoothing is often used to forecast lead-time demand (LTD) for inventory...
Forecasting for inventory control with exponential smoothing
Forecasting for inventory control with exponential smoothing
2002
Exponential smoothing, often used in sales forecasting for inventory control, has...
Forecasting models and prediction intervals for the multiplicative Holt–Winters method
Forecasting models and prediction intervals for the multiplicative Holt–Winters method
2001
A new class of models for data showing trend and multiplicative seasonality is...
Commentaries on ‘Generalizing about univariate forecasting methods: Further empirical evidence’
Commentaries on ‘Generalizing about univariate forecasting methods: Further empirical evidence’
1998
This set of comments addresses issues raised by Fildes et al . Armstrong highlights...
A model selection strategy for time series with increasing seasonal variation
A model selection strategy for time series with increasing seasonal variation
1998
We propose a model selection strategy for time series with increasing seasonal...
An inappropriate prediction interval
An inappropriate prediction interval
1990
This paper discusses a point of confusion in the literature of applied forecasting....
Forecasting time series with increasing seasonal variation
Forecasting time series with increasing seasonal variation
1990
Four options for modeling and forecasting time series data containing increasing...
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