Anne B. Koehler
George and Mildred Panuska Professor of Business Administration
Department of Decision Sciences and Management Information Systems
Miami University
Oxford, Ohio 45056
U.S.A.
January 2008
EDUCATION
Ph.D. Mathematics, Indiana University, Bloomington, Indiana, 1968
A.M. Mathematics, Indiana University, Bloomington, Indiana, 1963
A.B. Mathematics, Indiana University, Bloomington, Indiana, 1962
PROFESSIONAL EXPERIENCE
1986-present George and Mildred Panuska Professor of Business Administration,
Miami University, Oxford, Ohio
2005-2006
Interim Chair, Department of Decision Sciences and MIS,
Miami University, Oxford, Ohio
1984-1995
Professor and Chair, Department of Decision Sciences and MIS,
Miami University, Oxford, Ohio
1979-1984
Associate Professor, Department of Decision Sciences,
Miami University, Oxford, Ohio
1975-1979
Assistant Professor, Department of Decision Sciences,
Miami University, Oxford, Ohio
1974-1975
Lecturer, Department of Decision Sciences (part-time) and
Department of Mathematics (part-time), Miami University, Oxford, Ohio
1972-1974
Professor, Mathematics, Western College, Oxford, Ohio
1969-1972
Lecturer, Mathematics, Miami University, Oxford, Ohio
1968-1969
Assistant Professor, Mathematics, Western College for Women, Oxford, Ohio
1964-1965
Instructor, Department of Mathematics, University of Louisville (part-time),
and Hanover College (part-time), Louisville, Kentucky and Hanover, Indiana
1963-1964
Instructor, Department of Mathematics, Hanover College, Hanover, Indiana
FIELDS OF SPECIALIZATION
Forecasting and Time Series Analysis, Multivariate Statistics, Regression Analysis
COURSES TAUGHT
Business Forecasting
Survey Sampling in Business
Business Statistics
1
Regression Analysis in Business
Analysis of Multivariate Business Data
Quantitative Analysis of Business Problems
Introduction to Computers in Business
Business Operations Research
Statistical Modeling for Business Decision Making
Linear Algebra
Calculus
Advanced Modern Algebra
FORTRAN
Differential Equations
RESEARCH AND SCHOLARSHIP
BOOKS
Koehler, Anne B., Minitab/SAS Manual, Chicago, Irwin, 1997.
Bruce L. Bowerman, Richard T. O’Connell, and Anne B. Koehler, Forecasting, Time Series, and
Regression: An Applied Approach, Fourth Edition, Belmont, CA: Duxbury, 2005
Rob J Hyndman, Anne B. Koehler, J. Keith Ord, and Ralph D. Snyder, Forecasting with
Exponential Smoothing: a State Space Approach (under contract 2007).
PAPERS IN JOURNALS
Koehler, Anne B., “Quasi-projective Covers and Direct Sums,” Proceedings of the American
Mathematical Society 24, 1970, 655-658
Koehler, Anne B., “Rings for Which Every Cyclic Module is Quasi-projective,” Mathematisch
Annalen 189, 1970, 311-316.
Koehler, Anne B., “Quasi-projective and Quasi-injective Modules,” Pacific Journal of
Mathematics 36, 1971, 713-720.
Koehler, Anne B., “Rings with Quasi-injective Cyclic Modules,” Quarterly Journal of
Mathematics, Oxford Series (2) 25, 1974, 51-55.
Koehler, Anne B., “Pre-self-injective Duo Rings,” Proceedings of the American Mathematical
Society 60, 1976, 31-34.
Bowerman, Bruce L., and Anne B. Koehler, “Optimal Policy for Sampling From Uncertain
Distributions,” Communications in Statistics - Theory. Meth. A7-11, 1978,
1041-1051.
Koehler, Anne B., and Richard H. McClure, “The Determination of Multiple Critical Paths in
2
PERT and CPM Networks,” Decision Sciences 10, 1979, 329-333.
Koehler, Anne B., “Simple vs. Complex Extrapolation Models: An Evaluation in the Food
Processing Industry,” International Journal of Forecasting 1, 1985, 63-68.
Koehler, Anne B., and Emily S. Murphree, "A Comparison of Results from State Space
Forecasting with Forecasts from the Makridakis Competition," International Journal of
Forecasting 4, 1988, 45-55.
Koehler, Anne B., and Emily S. Murphree, "A Comparison of the Akaike and Schwarz Criteria
for Selecting Model Order," Journal of the Royal Statistical Society Series C (Applied Statistics)
37, 1988, 187-195.
Bowerman, Bruce L., Anne B. Koehler, and David J. Pack, "Forecasting Time Series with
Increasing Seasonal Variation," Journal of Forecasting 9, 1990, 419-436.
Koehler, Anne B., "An Inappropriate Prediction Interval," International Journal of Forecasting
6, 1990, 557-558.
Chatfield, Christopher, and Anne B. Koehler, "On Confusing Lead Time Demand with
h-Period Ahead Forecasts," International Journal of Forecasting 2, 1991, 239-240.
Ord, J. Keith, Anne B. Koehler, and Ralph D. Snyder, "Estimation and Prediction for a Class of
Dynamic Nonlinear Statistical Models," Journal of the American Statistical Society 92, 1997,
1621-1629.
Franses, Philip Hans, and Anne B. Koehler, "A Model Selection Strategy for Time Series with
Increasing Seasonal Variation," International Journal of Forecasting 14, 1998, 405-414.
Armstrong, J. Scott, 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 14, 1998, 359-366.
Snyder, Ralph D., Anne B. Koehler, and J. Keith Ord, “Lead Time Demand for Exponential
Smoothing,” Journal of the Operational Research Society 50, 1999, 1070-1082.
Koehler, Anne B., Ralph D. Snyder, and J. Keith Ord, "Forecasting and Prediction Intervals for
the Multiplicative Holt-Winters Method," International Journal of Forecasting, 17, 2001, 269286.
Snyder, Ralph D., J. Keith Ord, and Anne B. Koehler, "Prediction Intervals for ARIMA Models."
Journal of Business and Economic Statistics 19, 2001, 217-225.
Chatfield Chris, 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.
3
Koehler, Anne B., “The Asymmetry of the sAPE and Other Comments on the M-3 Competition”,
International Journal of Forecasting 17, 2001, 571-574.
Koehler, Anne B., Neil B. Marks, and Richard 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.
Snyder, Ralph D., Anne B. Koehler and J. Keith Ord, “Forecasting for Inventory Control with
Exponential Smoothing Methods,” International Journal of Forecasting 2002 (18), 5-18.
Hyndman, Rob J., Anne B. Koehler, Ralph D. Snyder and Simone Grosse, “A Framework for
Automatic forecasting Using Exponential Smoothing Methods,” International Journal of
Forecasting 2002 (18), 439-454.
Archibald, Blyth and Anne B. Koehler, “Normalization of Seasonal Factors in Winters’
Methods,” International Journal of Forecasting, 2003 (19), 143-148.
Snyder, Ralph D., Anne B. Koehler, J. Keith Ord and Rob Hyndman, “Exponential Smoothing:
Means and Variances of Lead-Time Demand,” European Journal of Operational Research,
2004 (158). 444-455.
Koehler, Anne B., “Comments on Damping Seasonal Factors: Shrinkage Estimators for the X12ARIMA Program, International Journal of Forecasting, 2004(20), 565-566.
Hyndman, Rob, Anne B. Koehler, J. Keith Ord and Ralph D. Snyder, “Prediction Intervals for
Exponential Smoothing Using Two New Classes of State Space Models,” Journal of
Forecasting, 2005 (24), 17-37.
Billah, Baki, Rob J. Hyndman and Anne B. Koehler, “Empirical Information Criteria for Time
Series Model Selection,” Journal of Statistical Computation and Simulation, 2005 (75), 831-840.
Billah, Baki, Max L. King, Ralph D. Snyder, and Anne B. Koehler, “Exponential Smoothing
Model Selection for Forecasting,” International Journal of Forecasting, 2006 (22), 239-247 .
Hyndman, Rob J. and Anne B. Koehler, “Another Look at Measures of Forecast Accuracy,”
International Journal of Forecasting, 2006 (22), 679-688.
Koehler, A.B., “Discussion of ‘Exponential Smoothing the State of the Art—Part II’”,
International Journal of Forecasting, 2006 (22), 667-688.
Gould, Phillip G., Anne B. Koehler, J. Keith Ord, Rob J. Hyndman, Ralph D. Snyder, and
Farshid Vahid-Araghi, European Journal of Operational Research (accepted 2007)
4
RESEARCH IN BOOKS
Snyder, Ralph D., 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.
Bowerman, Bruce L., 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.
PROCEEDINGS FROM SCHOLARLY OR PROFESSIONAL MEETINGS
Bowerman, Bruce L., Dean Drenk, and Anne B. Koehler, “A Probability of Two Risky
Investments,” Proceedings of the Eastern Finance Association, 1977, 53-54
Bowerman, Bruce L., and Anne B. Koehler, “Some Aspects of Bayesian Optimal Stopping,”
Proceedings of Midwest American Institute of Decision Sciences, 1977, 57-58.
Koehler, Anne B., and Richard H. McClure, “The Representation of Activities in PERT and
CPM Networks,” Proceedings of Midwest American Institute of Decision Sciences, 1978, 48.
Campbell, Robert J., and Anne B. Koehler, “The Accounting Perspective in a Joint Products
Problem: A Linear Programming Approach,” Proceedings of Midwest American Institute of
Decision Sciences, 1979, 68-71.
Cannon, Hugh, and Anne B. Koehler, “AID Analysis in the Context of Advertising Medium
Selection: A Preliminary Analysis,” Proceedings of Midwest American Institute of Decision
Sciences, 1980, 266-268.
Koehler, Anne B., “Linear Functions in Discriminant Analysis,” Proceedings of Midwest
Institute of Decision Sciences, 1981, 322-324.
Koehler, Anne B., and M. Christine Noble, “Teaching Business Students with a Nonprocedural
Computer Language,” American Institute of Decision Sciences Proceedings, 1981, 131-133.
Koehler, Anne B., “Time Series in the Food Industry,” Proceedings of Midwest American
Institute of Decision Sciences, 1982, 258-260.
Koehler, Anne B., “Choosing a Smoothing Rate for Harmonic Forecasting Models,” Proceedings
of Midwest American Institute of Decision Sciences, 1983, 87-89.
Koehler, Anne B., and Emily S. Murphree, “State Space Forecasting on the IBM PM,” American
Institute of Decision Sciences Proceedings, 1984, 800-802.
5
Bowerman, Bruce L., and Anne B. Koehler, "A Regression Model Equivalent to a Multiplicative
Seasonal Model and its Value in Finding Prediction Interval Forecasts," Proceedings of Midwest
Decision Sciences Institute, 1988, 288.
Bowerman, Bruce L., and Anne B. Koehler, "Using Winters' Model and a Dummy Variable,
Interaction Regression Model to Define ARIMA Models Which Yield Shorter Prediction
Intervals," Decision Sciences Institute Proceedings, 1988, 396-398.
Ord, J. Keith, 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.
Bowerman, Bruce L., 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.
Koehler, Anne B., and Neil B. Marks, EWMA Tracking Signals for Autoregressive Models,"
Decision Sciences Institute Proceedings, 1996, 1152-1154.
Snyder, Ralph D., J. Keith Ord, and Anne B. Koehler, "Prediction Intervals for Linear Time
Series Models," Proceedings of the Fourth International Meeting of the Decision Sciences
Institute, 1997, 728-729.
Koehler, Anne B., J. Keith Ord, and Ralph D. Snyder, "Identifying Models for the Multiplicative
Holt-Winters Method," Proceedings of the Decision Sciences Institute, 1997, 1045-1047.
Ritzman, Larry P., Anne B. Koehler and James C. Hershauer, “Business Ph.D. Programs:
Changing Priorities,” Proceedings of the Decision Sciences Institute, 1999, 11 (Expanded version
with Walter P. VanBuskirk in Decision Line, 2000 (Volume 31, No. 5), 11-14).
Leeds, Mark, Keith Ord and Anne Koehler, “Error Structures for Dynamic Linear Models: Single
Source Versus Multiple Source,” 1999 Proceeding of the Business and Economic Section of the
American Statistical Association, 202-208.
Snyder, Ralph D., 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,” Proceedings of the Decision Sciences Institute, 2000, Volume
1, 185-187.
Bowerman, Bruce L., Anne B. Koehler, Timothy C. Krehbiel, Richard T. McClure and Richard
T. O’Connell, “Growth and Development of a Successful Undergraduate Statistical and
Quantitative Methods Program in a School of Business,” 2000 Proceedings of the Business and
Economic Section of the American Statistical Association, 187-191.
6
WORKING PAPERS
Archibald, Blyth C. and Anne B. Koehler, “Moving Averages for Multiplicative Decompostion
Methods,” 2003.
J. Keith Ord, Ralph D. Snyder, Anne B. Koehler, Rob J. Hyndman, Mark Leeds, “Time Series
Forecasting: The Case for the Single Source of Error Approach,” 2005.
Snyder, R. D. and Koehler, A. B., “Incorporating Tracking Signals into State Space Models for
Exponential Smoothing,” 2006.
PRESENTATIONS AT PROFESSIONAL MEETINGS AND OTHER ORGANIZATIONS
External (in last five years)
Leeds, Mark, J. Keith Ord, and Anne B. Koehler, “The Single Source of Error Specification for
State Space Models: An Appraisal,” at the International Symposium on Forecasting 2003.
Archibald, Blyth and Anne B. Koehler, “Moving Averages to Remove Seasonal Factors,” at the
2003 Annual Meeting of the Decision Sciences Institute.
Koehler, Anne B., J. Keith Ord, Ralph D. Snyder, Gould, Phillip, and Rob J. Hyndman,
“Forecasting Time Series with Multiple Seasonal Patterns,” at the International Symposium on
Forecasting, 2004.
Billah, Baki, Rob J. Hyndman, and Anne B. Koehler, “Empirical Information Criteria for Time
Series Model Selection,” at national meeting of the Decision Sciences Institute, 2004.
Hyndman, Rob J. and Anne B. Koehler, “Another look at measures of forecast accuracy,” at the
International Symposium on Forecasting, 2005.
Snyder, R. D. and Koehler, A. B., “Incorporating Tracking Signals into State Space Models for
Exponential Smoothing,” International Symposium on Forecasting 2006, Santander , Spain.
Koehler, Anne B. and Ralph D. Snyder, “Selection of Models in Exponential Smoothing,”
International Symposium on Forecasting 2007, New York, New York.
Ord, J. Keith, Ralph D. Snyder, and Anne B. Koehler, “Inventory Control in the Presence of Lost
Sales.” 2007 Annual Meeting of the Decision Sciences Institute.
7
PROFESSIONAL ACTIVITIES
PROFESSIONAL ASSOCIATIONS (AND OFFICES HELD, WITH DATES)
Decision Sciences Institute (DSI)
1977-78
Campus Representative at Miami
1978-80
Membership Director in Ohio
1979
National Award for Outstanding Contribution to Membership Drive
1980-83
DSI Membership Committee (national committee)
1980-81
Doctoral Student Activities Committee
This committee started the DSI Doctoral Consortium.
1981-83
Chairperson DSI Membership Committee
1982
Reader for DSI Doctoral Dissertation Competition
1983-85
DSI Regional Activities Committee (national committee)
1983-84
President-Elect Midwest DSI
1984-85
President Midwest DSI
1984
Board of Directors (Nationally ElectedVice-President)
1985-88
Executive Committee Midwest DSI
1985-86
Chairperson Nominating Committee for Midwest DSI
1985-87
Nominating Committee for DSI (national committee)
1989
Co-chair Meeting of Midwest DSI
1990-92
Board of Directors (Regionally Elected Vice-President
1995
Program Coordinator for first Academic
Administration Program at DSI
1996
Coordinator of three day Curricular Issues Theme for undergraduate MBA,
and Ph.D. programs
1999
Nominee for President-Elect
1999-2005
Associate Editor for Decision Sciences
2000- present Fellow of the Decision Sciences Institute
2003
Ad Hoc Committee on the Structure of the Institute
International Institute of Forecasters
1987-1998
Editor for software reviews in the International Journal of Forecasting
1987-present Associate editor for the International Journal of Forecasting
1992-93
Program co-chair for 1993 International Forecasting Symposium
1994-2003
Board of Directors
2006-present Fellow of the International Institute of Forecasters
Other Professional Organizations
Phi Beta Kappa
Sigma Xi
Beta Gamma Sigma
American Statistical Association
8
REFEREE AND PROFESSIONAL REVIEWER
Reviewed manuscripts on introductory statistics, forecasting, operations research, and data
processing for book companies.
External evaluator for research in tenure and promotion packets.
Served as referee for numerous journals of mathematics and statistics.
.
OTHER PROFESSIONAL ACTIVITIES
State of Ohio: Member of the Ohio Eminent Scholars Program Screening Committee in 1987.
Commission on Institutions of Higher Education: Member of evaluation team for North Central
Accreditation review of Oakland University, Detroit, Michigan. Evaluation visit was
made in March 1989.
External Evaluator for NSF-sponsored project at the University of Oakland.
The title of the NSF funded project is "Realizing the Power of Computers in Business
Statistics Instruction: The Next Step." Four prototype software modules for "Teaching
Statistics Visually" were evaluated in summer of 1994. Eight beta-version programs were
evaluated in fall of 1995.
External Evaluator for Ph.D. thesis, Department of Econometrics and Business Statistics,
Monash University, Australia, 1997 and 2001
Expert Assessor of research proposals for the Australian Research Council (ARC) in 2001 and
2002.
Expert Scientific Advisory Panel for the EPA to evaluate a new proposal for forecasting
pesticide usage in 2002.
External Evaluator of the Department of Econometrics and Business Statistics, Monash
University, Australia in 2006
EXTERNAL GRANTS AND SUPPORT
University of New Castle (Australia), Teaching and Research 1990 $(AUS)10,000
Monash University, Research, 1997 $(AUS)1,200
Monash University, Research, 1999 $(AUS)7,500
Pennsylvania State University, Research, 1999, $600
Monash University, Research, 2001, $3,000
Georgetown University, Research, 2001, $1,300
9
MIAMI UNIVERSITY SERVICE ACTIVITIES
UNIVERSITY
1974-76
1976-78
1979
1979-82
1979-80
1980-81
1980-82
1982
1981-84
1982-83
1983
1986-87
1988
1995
1996-97
2000-2001
2002-2005
2002-2005
Chapter Secretary of Phi Beta Kappa
Special Task Force on the Evaluation of Western College
President's Ad Hoc Committee to Examine the Status of Women's Inter-collegiate
Athletics at Miami University
University Research Committee (Chair 1981-82)
Search committee for the Assistant Dean for Minority Affairs in the Graduate
School
Faculty Conference
University Affirmative Action Committee (Chair of Title IX Working Committee,
1980-82)
Reading Committee to Recommend Persons for Vice-President for Finance and
Business Affairs and Treasurer
President's Select Committee on Fiscal Priorities
Interdivisional Committee on Operations Research
Search Committee for Dean of the Graduate School
Provost's Advisory Committee
Liberal Education Forum
Ad Hoc Committee on Program Change
University Senate
Program Review Committee for Management Engineering
University Senate
Computer Policy and Information Services
DIVISION
1984-1995
1990-1992
1993-1994
1994-1995
1995
1996
1997-1998
2001-2004
2002-2005
2007-2008
Executive Committee
Teaching Excellence and Professional Development (Chair)
Search Committee for chaired Professor in Entrepreneurship
Recruitment and Retention Committee (Chair)
Research Committee
Strategic Planning
Search Committee for Cintas and Forsythe Chairs in Entrepreneurship
Chair of Research Committee
Promotion and Tenure Committee
Research Committee
DEPARTMENT
1984-1995
Department Chair
Main accomplishments as chair for eleven years were:
10
1.
Two majors for the Department of Decision Sciences and MIS.
a)
Decision Sciences Major (quantitative)
b)
Management Information Systems (MIS)
2.
An MIS major within the MBA program.
3.
Eight new tenure-track positions:
Six in management information systems (MIS)
One in statistics
One in operations research.
4.
New faculty office space.
5.
Increase and success in applications for internal and external grants.
6.
All programs successfully reviewed in 1994 as part of the University's new policy
on internal program reviews.
7.
Improved reputation for our department.
2005-2006
Interim Department Chair
Oversaw review of the Department’s programs by the University..
11