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非齐次泊松过程的贝叶斯预测及呼叫中心应用AI 解读

A call center is a centralized hub where customer and other telephone calls are handled by an organization. In today's economy, call centers have become the primary points of contact between customers and businesses. Thus accurate predictions of call arrival rates are indispensable to help call center practitioners staff their call centers efficiently and cost-effectively. This article proposes a multiplicative model for modeling and forecasting within-day arrival rates to a…

具有状态依赖方差的非线性状态空间模型AI 解读

Nonlinear state-space models with state-dependent variances (SDVs) are commonly used in financial time series. Important examples include stochastic volatility (SV) and affine term structure models. We propose a methodology for state smoothing in this class of models. Our smoothing technique is simulation based and uses an auxiliary mixture model. Key features of the auxiliary mixture model are the use of state-dependent weights and efficient block sampling algorithms to…