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

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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; Pedregal, Diego J.; Young, Peter C. et al.
In: International Journal of Forecasting, Vol. 18, No. 4, 10.2002, p. 673-695.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Tych, W, Pedregal, DJ, Young, PC & Davies, J 2002, 'An unobserved component model for multi-rate forecasting of telephone call demand : the design of a forecasting support system.', International Journal of Forecasting, vol. 18, no. 4, pp. 673-695. https://doi.org/10.1016/S0169-2070(02)00071-7

APA

Tych, W., Pedregal, D. J., Young, P. C., & Davies, J. (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), 673-695. https://doi.org/10.1016/S0169-2070(02)00071-7

Vancouver

Tych W, Pedregal DJ, Young PC, Davies J. An unobserved component model for multi-rate forecasting of telephone call demand : the design of a forecasting support system. International Journal of Forecasting. 2002 Oct;18(4):673-695. doi: 10.1016/S0169-2070(02)00071-7

Author

Tych, Wlodek ; Pedregal, Diego J. ; Young, Peter C. et al. / An unobserved component model for multi-rate forecasting of telephone call demand : the design of a forecasting support system. In: International Journal of Forecasting. 2002 ; Vol. 18, No. 4. pp. 673-695.

Bibtex

@article{4104058ad840496aba8324a161a46e15,
title = "An unobserved component model for multi-rate forecasting of telephone call demand : the design of a forecasting support system.",
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 {\textregistered} computing environment. The forecasting performance is evaluated comprehensively in comparison with the well-known seasonal ARIMA approach.",
keywords = "Telephone call forecasts, Comparative forecasting performance, Unobserved Component Models, Kalman Filter, Fixed Interval Smoothing, Modulated cycles, Multirate model",
author = "Wlodek Tych and Pedregal, {Diego J.} and Young, {Peter C.} and John Davies",
year = "2002",
month = oct,
doi = "10.1016/S0169-2070(02)00071-7",
language = "English",
volume = "18",
pages = "673--695",
journal = "International Journal of Forecasting",
publisher = "Elsevier Science B.V.",
number = "4",

}

RIS

TY - JOUR

T1 - An unobserved component model for multi-rate forecasting of telephone call demand : the design of a forecasting support system.

AU - Tych, Wlodek

AU - Pedregal, Diego J.

AU - Young, Peter C.

AU - Davies, John

PY - 2002/10

Y1 - 2002/10

N2 - 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.

AB - 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.

KW - Telephone call forecasts

KW - Comparative forecasting performance

KW - Unobserved Component Models

KW - Kalman Filter

KW - Fixed Interval Smoothing

KW - Modulated cycles

KW - Multirate model

U2 - 10.1016/S0169-2070(02)00071-7

DO - 10.1016/S0169-2070(02)00071-7

M3 - Journal article

VL - 18

SP - 673

EP - 695

JO - International Journal of Forecasting

JF - International Journal of Forecasting

IS - 4

ER -