Bayesian forecasting of an inhomogeneous Poisson process with applications to call center data
This article proposes a multiplicative model for modeling and forecasting within-day arrival rates to a US commercial bank's call center. Markov chain Monte Carlo sampling methods are used to estimate both latent states and model parameters.
"This article proposes a multiplicative model for modeling and forecasting within-day arrival rates to a US commercial bank's call center. Markov chain Monte Carlo sampling methods are used to estimate both latent states and model parameters."@en
Singapore Management University. Office of Research.
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Wharton-Singapore Management University Research Center.
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