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Analysing stochastic call demand with time varying parameters

Date

2005-10-14

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Degree Level

Masters

Abstract

In spite of increasingly sophisticated workforce management tools, a significant gap remains between the goal of effective staffing and the present difficulty predicting the stochastic demand of inbound calls. We have investigated the hypothesized nonhomogeneous Poisson process model of modem pool callers of the University community. In our case, we tested if the arrivals could be approximated by a piecewise constant rate over short intervals. For each of 1 and 10-minute intervals, based on the close relationship between the Poisson process and the exponential distribution, the test results did not show any sign of homogeneous Poisson process. We have examined the hypothesis of a nonhomogeneous Poisson process by a transformed statistic. Quantitative and graphical goodness-of-fit tests have confirmed nonhomogeneous Poisson process. Further analysis on the intensity function revealed that linear rate intensity was woefully inadequate in predicting time varying arrivals. For sinusoidal rate model, difficulty arose in setting the period parameter. Spline models, as an alternative to parametric modelling, had more control of balance between data fitting and smoothness, which was appealing to our analysis on call arrival process.

Description

Keywords

smoothing spline, spline regression, time-varying arrivals, call centre staffing, goodness-of-fit tests

Citation

Degree

Master of Science (M.Sc.)

Department

Mathematics and Statistics

Program

Mathematics and Statistics

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