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.     

Radiation bursts from particles in the field of compact, impenetrable, astrophysical objects

The radiation emitted by charged, scalar particles in a Schwarzschild field with maximal acceleration corrections is calculated classically and in the tree approximation of quantum field theory. In both instances the particles emit radiation that has characteristics similar to those of gamma-ray bursters.     

Surface grating formation and erasing on a-Se films

Surface relief formation at holographic recording on amorphous selenium films was demonstrated and investigated. The presence of this optical phase modulation component is essential for ensuring significant, stable and erasable optical recording in a-Se films at 290–320 K temperatures, where conventional photodarkening was known as insignificant and unstable. Photocrystallization can only be observed in super-exposed a-Se films at the given experimental conditions of hologram recording. Erasing behavior of surface relief gratings under heat treatment was also investigated in order to reveal further details of the mechanism. Photoinduced structural transformations within the amorphous phase, connected to local ordering under the condition of light-induced fluidity, are proposed as an explanation for the relief formation and erasing. The observed reversible optical recording process may be useful for the various optoelectronic applications of photoconductive a-Se layers. Received: 12 June 2000 / Accepted: 6 June 2001 / Published online: 30 August 2001     

Quantum-well states and resonances in thin single-crystal layers of noble metals on W(110) substrates

This paper reports on the first experimental observation of quantum-well states and sp-type resonances in thin single-crystal gold, silver, and copper layers formed on single-crystal W(110) surfaces, which result from spatial localization of Bloch-type electronic wave functions in a quantum well with potential barriers at the vacuum/metal and metal/W(110) interfaces. The quantization of the valence-band electronic structure in Au/W(110), Ag/W(110), and Cu/W(110) systems was studied experimentally using angle-resolved photoelectron spectroscopy.     

The asymptotics of integral functionals of a multidimensional empirical process

Estimates of a rate of convergence of orderO(n ^–1) are obtained for integral functionals of an empirical process.Translated fromTeoriya Sluchainykh Protsessov, Vol. 15, pp. 10–16, 1987.     

Nonuniform estimates of the stability of the normal law under random perturbations of the scale parameter and some of their applications

Translated fromProblemy Ustoichivosti Stokhasticheskikh Modelei. Trudy Seminara, 1988, pp. 84–92.     

Boundary-value problem for the nonlinear Schrödinger equation

A mixed boundary-value problem for the nonlinear Schrödinger equation and its generalization is studied by the method used for the inverse scattering problem. A connection is established between conservation laws and boundary conditions in integrable boundary-value problems for higher nonlinear Schrödinger equations. It is shown that the generalized boundary-value problem requires a joint consideration of regular and singular solutions for the nonlinear Schrödinger equation with repulsion.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 169, pp. 151–165, 1988.     

Reducing systems of linear differential equations to a passive form

In this paper, an application of the Riquer-Thomas-Janet theory is described for the problem of transforming a system of partial differential equations into a passive form, i.e., to a special form which contains explicitly both the equations of the initial system and all their nontrivial differential consequences. This special representation of a system markedly facilitates the subsequent integration of the corresponding differential equations. In this paper, the modern approach to the indicated problem is presented. This is the approach adopted in the Knuth-Bendix procedure [13] for critical-pair/completion and then Buchberger's algorithm for completion of polynomial ideal bases [13] (or, alternatively, for the construction of Groebner bases for ideals in a differential operator ring [14]). The algorithm of reduction to the passive form for linear system of partial differential equations and its implementation in the algorithmic language REFAL, as well as the capabilities of the corresponding program, are outlined. Examples illustrating the power and efficiency of the system are presented.