论文标题

在季节性存在下实践中最快的检测:带有呼叫中心数据的插图

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

论文作者

Laub, Patrick J., Karoui, Nicole El, Loisel, Stéphane, Salhi, Yahia

论文摘要

在本章中,我们解释了最快的检测算法在季节性存在下对风险管理有用。我们调查了发现足够快的案件的问题,何时呼叫中心在不久的将来需要额外的员工时,可能会有很高的可能性。我们说明了法国保险公司提供的实际数据的发现。我们还讨论了有关该应用问题的Cusum算法和某些机器学习类型竞争对手的相关性。

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.

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