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.     

Transport as a consequence of state-dependent diffusion

Overdamped particles subject to a drift in a force field with sinusoidal space dependence and also a sinusoidally modulated space-dependent diffusion, with the same period as the drift, experience a net driving force. The resulting current depends on the amplitude of the modulation of the diffusion and is a periodic function of the phase difference between the sinusoidal drift and the sinusoidal modulation of the diffusion. For small modulation amplitudes a particle subject to state-dependent noise behaves the same way as a particle subject to thermal noise but with a drift which, in addition to the sinusoidal term, contains a net force term.Dedicated to Professor Harry Thomas on the occasion of his 60th birthday     

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.     

The polar ionosphere at Zhongshan station on May 11, 1999, the day the solar wind almost disappeared

The solar wind almost disappeared on May 11, 1999: the solar wind plasma density and dynamic pressure were less than 1cm⁻³ and 0.1 nPa respectively, while the interplanetary magnetic field was northward. The polar ionospheric data observed by the multi-instruments at Zhongshan Station in Antarctica on such special event day was compared with those of the control day (May 14). It was shown that geomagnetic activity was very quiet on May 11 at Zhongshan. The magnetic pulsation, which usually occurred at about magnetic noon, did not appear. The ionosphere was steady and stratified, and the F₂ layer spread very little. The critical frequency of day-side F₂ layer, f₀F₂, was larger than that of control day, and the peak of f₀F₂ appeared 2 hours earlier. The ionospheric drift velocity was less than usual. There were intensive auroral E_s appearing at magnetic noon. All this indicates that the polar ionosphere was extremely quiet and geomagnetic field was much more dipolar on May 11. There were some signatures of auroral substorm before midnight, such as the negative deviation of the geomagnetic H component, accompanied with auroral E_s and weak Pc3 pulsation.

     

Characteristics of propagation of light beams in gyrotropic crystals

Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 54, No. 5, pp. 815–819, May, 1991.     

Geometrical method for determining the surface damage threshold for femtosecond laser pulses

A new geometrical method to determine the surface damage threshold for ultrashort pulses is presented. It consists in the formation of a surface damage profile by a movement of the sample across the laser beam focus. A single measurement of the maximum transversal dimension of this damage profile, which depends solely on the laser beam power, is used to calculate the local damage threshold intensity. It is also theoretically shown that the damage in the transverse dimension can be controlled under the diffraction-limited spot.