ANNE B. KOEHLER

George and Mildred Panuska Professor of Business (1984)

Department of Decision Sciences & Management Information Systems (1975)

Office Phone: (513)-529-4826
E-Mail: koehleab@muohio.edu

EDUCATION:

AB, Indiana University (1962)
AM, Indiana University (1963)
PhD, Indiana University (1968)

TEACHING, RESEARCH, and Service AREAS:

Teaches Business Statistics, Regression Analysis in Business, Survey Sampling in Business, and Business Forecasting. Research interests include forecasting and time series analysis, multivariate statistics, and regression analysis.  Serves as an associate editor for Decision Sciences and for the International Journal of  Forecasting and as a member on the Board of Directors for the International Institute of Forecasters.

PUBLICATIONS:

Book
Anne B. Koehler, Minitab/SAS Manual, Chicago, Irwin, 1997.

Research papers published in books

Ralph D. Snyder, J. Keith Ord, and Anne B. Koehler, "Rationalization of Exponential Smoothing in Terms of a Statistical Framework with Multiple Disturbances," Stochastic Models in Engineering Technology, edited by S. Osaki and D. N. Pra Murthy, 1993, 303-313.

Bruce L. Bowerman and Anne B. Koehler, "A Technique for Choosing Squared and Interaction Terms in Regression Models," included as an almost exact reprint in Applied Statistics: Improved Business Problems by Bruce L. Bowerman and Richard T. O’Connell, 1997, 882-893.

Refereed Journals

Rob J. Hyndman, Anne B. Koehler, Ralph D. Snyder, and Simone Grosse, "A Framework for Automatic Forecasting Using Exponential Smoothing Methods," International Journal of Forecasting, 2001 (to appear). 

R. D. Snyder, A. B. Koehler, and J. K. Ord, "Forecasting for Inventory Control with Exponential Smoothing," International Journal of Forecasting, 2001 (to appear).

Blyth C. Archibald and Anne B. Koehler, "Normalization of Seasonal Factors in Winters' Methods," International Journal of Forecasting, 2001 (to appear).

R. D. Snyder, J. K. Ord, and A. B. Koehler, "Prediction Intervals for ARIMA Models." Journal of Business and Economic Statistics, 2001 (19), 217-225.

Chris Chatfield, Anne Koehler, Keith Ord, and Ralph Snyder, "A New Look at Models for Exponential Smoothing," Journal of the Royal Statistical Society, Series D (The Statistician), 2001 (50), 147-159.

A. B. Koehler, N. B. Marks, and R. T. O'Connell, "EWMA Control Charts for Autoregressive Processes" Journal of the Operational Research Society, 2001 (52), 699-707, Computer Program for Extended Lucas and Saccucci Method.

A. B. Koehler, R. D. Snyder, and J. K. Ord, "Forecasting and Prediction Intervals for the Multiplicative Holt-Winters Method," International Journal of Forecasting, 2001 (17), 269-286.

Ralph D. Snyder, Anne B. Koehler, and J. Keith Ord, "Lead Time Demand for Simple Exponential Smoothing: An Adjustment Factor for the Standard Deviation," Journal of the Operational Research Society, 1999, 1070-1082.

Philip Hans Franses and Anne B. Koehler, "A Model Selection Strategy for Time Series with Increasing Seasonal Variation," International Journal of Forecasting, 1998, 405-414.

J. Scott Armstrong, A. B. Koehler, R. Fildes, M. Hibon, S. Makridakis, and N. Meade, "Commentaries on Generalizing About Univariate Forecasting Methods: Further Empirical Evidence" International Journal of Forecasting, 1998, 359-366.

J. Keith Ord, Anne B. Koehler, Ralph D. Snyder, "Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models," Journal of the American Statistical Society, 1997, 1621-1629.

Christopher Chatfield and Anne B. Koehler, "On Confusing Lead Time Demand with h-Period Ahead Forecasts," International Journal of Forecasting, 1991, 239-240.

Conference Proceedings

Mark Leeds, Keith Ord, and Anne Koehler, "Error Structures for Dynamic Linear Models: Single Source Versus Multiple Source," 1999 Proceedingsof the Business and Economic Section of the American Statistical Association, 202-208.

Ralph D. Snyder, Anne B. Koehler, Bruce L. Bowerman, and Wendy G. Roberts, "Using Single Source of Error State Space Models and Spreadsheets to Find Prediction Intervals for Exponential Smoothing Methods," Decision Sciences Institute Proceedings, 2000, Volume 1, 185-187.

A. B. Koehler, J. K. Ord, and R. D. Snyder, "Identifying Models for the Multiplicative Holt-Winters Method," Proceedings of the Decision Sciences Institute, 1997, 1045-1047.

R. D. Snyder, J. K. Ord, A. B. Koehler, "Prediction Intervals for Linear Time Series Models," Proceedings of the Fourth International Meeting of the Decision Sciences Institute, 1997, 728-729.

Bruce L. Bowerman and Anne B. Koehler, "Using the Power of the Computer to Choose Regression Models with Squared and Interaction Terms," Decision Sciences Institute Proceedings, 1993, 1169-1181.

J. Keith Ord and Anne B. Koehler, "A Structural Model for the Multiplicative Holt-Winters Method," Decision Sciences Institute Proceedings, 1990, 555-557. This paper won the best theoretical/empirical paper at the 1990 Meeting of the Decision Sciences Institute.

WORKING PAPERS:

R. D. Snyder, A. B. Koehler, and J. Keith Ord, "Forecasting for Inventory Control with Exponential Smoothing," Working Paper, Department of Econometrics and Business Statistics, Monash University, Australia, 1999.

RESEARCH IN PROGRESS:

Blyth C. Archibald, and Anne B. Koehler, "Moving Averages to Estimate Seasonal Factors."