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An unobserved component model for multi-rate forecasting of telephone call demand : the design of a forecasting support system.

Tych, Wlodek and Pedregal, Diego J. and Young, Peter C. and Davies, John (2002) An unobserved component model for multi-rate forecasting of telephone call demand : the design of a forecasting support system. International Journal of Forecasting, 18 (4). pp. 673-695.

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Abstract

An Unobserved Components (UC) Model based on an enhanced version of the Dynamic Harmonic Regression model, including new multi-rate and modulated cycle procedures, is used to develop a customised package for forecasting and signal extraction applied to hourly telephone call numbers made to Barclaycard plc. service centres, with a forecasting horizon of up to several weeks in advance. The paper outlines both the methodological and algorithmic aspects of the modelling, forecasting and signal extraction procedures, including the design and implementation of forecasting support software with a specially designed Graphical User Interface within the ® computing environment. The forecasting performance is evaluated comprehensively in comparison with the well-known seasonal ARIMA approach.

Item Type: Article
Journal or Publication Title: International Journal of Forecasting
Uncontrolled Keywords: Telephone call forecasts ; Comparative forecasting performance ; Unobserved Component Models ; Kalman Filter ; Fixed Interval Smoothing ; Modulated cycles ; Multirate model
Subjects: G Geography. Anthropology. Recreation > GE Environmental Sciences
Departments: Faculty of Science and Technology > Lancaster Environment Centre
ID Code: 21506
Deposited By: ep_ss_importer
Deposited On: 20 Jan 2009 11:24
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 15:48
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/21506

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