Call center arrival modeling: A Bayesian state space approach

In this paper we introduce a discrete time Bayesian state space model with Poisson measure-ments for intra-day call arrivals. We present the properties of our model and develop Bayesian inference. In so doing, we provide analytically tractable expressions for sequential updating for parameters, for smoothing and prediction of call arrivals and discuss how the model can be used for inter-weekly forecasts. We illustrate the implementation of the model by using actual intra-day arrival data from a US commercial bank’s call center. 1