Forecasting call frequency at a financial services call centre

A forecasting model is developed for the number of daily applications for loans at a financial services telephone call centre. The purpose of the forecasts and the associated prediction intervals is to provide effective staffing policies within the call centre. The model building process is constrained by the availability of only 2 years and 7 months of data. The distinctive feature of the data is that demand is driven in the main by advertising. The analysis given focuses on applications stimulated by press advertising. Unlike previous analyses of broadly similar data, where ARIMA models were used, a model with a dynamic level, multiplicative calendar effects and a multiplicative advertising response is developed and shown to be effective.     

On the distribution of the number of real zeros of a random polynomial

In this note, we find the distibution of the number of real zeros of a random polynomial. We also derive a formula for the expected number of complex zeros lying in a given domain of the complex plane. Bibliography: 7 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 69–79.     

The matrix equation AX-YB=C and related problems

The main result of the paper is a theorem, using which a new proof of Roth’s theorem is obtained, a new solvability criterion for the matrix equation AX-YB = C is proved, a formula for a particular solution of the latter is derived, and the least of the orders of square nonsingular matrices containing a given rectangular matrix as a submatrix is determined. Bibliography: 5 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 323, 2005, pp. 15–23.     

Definition and properties of characteristic frequencies of a linear equation

The definition of the characteristic frequencies of zeroes and changes of sign for solutions is given. It is equal to the upper medium (with respect to the time half-axis) of their number on the half-interval of length π. We also define the main frequencies for a linear homogeneous equation of order n. These main frequencies for an equation with constant coefficients coincide with the absolute values of the imaginary parts of the roots of the corresponding characteristic polynomial. It is proved that for the second-order equation the main frequencies are the same for all solutions and that they are stable with respect to uniformly small and infinitely small perturbations of the coefficients. For the third-order equation they can be different, and for any of the main frequencies an example of nonstability is given. __________ Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 25, pp. 249–294, 2005.