A key input to the call center staffing process is a forecast for the number of calls arriving. Density forecasts of arrival rates are needed for analytical call center models, which assume Poisson arrivals with a stochastic arrival rate. Density forecasts of call volumes can be used in...

Predictions of call center arrivals are a key input to staff scheduling models. It is, therefore, surprising that simplistic forecasting methods dominate practice, and that the research literature on forecasting arrivals is so small. In this paper, we evaluate univariate time series methods for...

Statistical volatility models rely on the assumption that the shape of the conditional distribution is fixed over time and that it is only the volatility that varies. The recently proposed conditional autoregressive value at risk (CAViaR) models require no such assumption, and allow quantiles to...

Exponential smoothing methods do not involve a formal procedure for identifying the underlying data generating process. The issue is then whether prediction intervals should be estimated by a theoretical approach, with the assumption that the method is optimal in some sense, or by an empirical...