THE BEST LINEAR UNBIASED ESTIMATOR FOR CONTINUATION OF A FUNCTION

We show how to construct the best linear unbiased predictor (BLUP) for the continuation of a curve in a spline-function model. We assume that the entire curve is drawn from some smooth random process and that the curve is given up to some cut point. We demonstrate how to compute the BLUP efficiently. Confidence bands for the BLUP are discussed. Finally, we apply the proposed BLUP to real-world call center data. Specifically, we forecast the continuation of both the call arrival counts and the workload process at the call center of a commercial bank.

• Publication year

  2010

• Venue

  arXiv: Applications

• Publication date

  2010-05-11

• Fields of study

  Mathematics

• Identifiers
  arXiv 1005.1863
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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