Quickest detection in practice in presence of seasonality: An illustration with call center data

التفاصيل البيبلوغرافية
العنوان: Quickest detection in practice in presence of seasonality: An illustration with call center data
المؤلفون: Laub, Patrick J., Karoui, Nicole El, Loisel, Stéphane, Salhi, Yahia
سنة النشر: 2020
المجموعة: Statistics
مصطلحات موضوعية: Statistics - Applications, Statistics - Computation
الوصف: In this chapter, we explain how quickest detection algorithms can be useful for risk management in presence of seasonality. We investigate the problem of detecting fast enough cases when a call center will need extra staff in a near future with a high probability. We illustrate our findings on real data provided by a French insurer. We also discuss the relevance of the CUSUM algorithm and of some machine-learning type competitor for this applied problem.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2006.04576
رقم الأكسشن: edsarx.2006.04576
قاعدة البيانات: arXiv