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.     

Grating coatings with gain

Using an integral theory of grating diffraction we calculate efficiencies greater than 100% if a coating with gain is taken into account. A connection with guided modes is conjectured. The application in optical computing seems to be possible.     

A New Distribution Function for Risk Analysis

This paper presents an alternative to the beta continuous probability distribution for risk analysis. Particular attention has been given to two major applications of distributions, namely project management risk and critical path analysis (PERT). In conjunction with the beta, the triangular and normal distributions are frequently employed in order to give sufficient robustness to risk analysis. The beta distribution, as used in PERT, has a major theoretical implementation flaw. The new distribution was developed to give a possible alternative method of assessing risk. It is shown that the requirement to estimate the most pessimistic variate may be replaced by the probability to exceed the mode. Proposals for other simplifications in risk analysis are discussed. Practical means to validate the most appropriate distributions for risk analysis are outlined, and a cost-data case study is included.     

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     

Scattering of surface plasmon polaritons by a nanoparticle with the inclusion of the magnetic dipole contribution

Using the method of the tensor Green’s function of the wave equation, the differential and total cross sections for the scattering of surface optical electromagnetic waves (surface plasmon polaritons) by a spherical nanoparticle into surface plasmon polaritons and light have been obtained with the inclusion of the magnetic dipole contribution. Using the example of noble metal systems, it has been shown that the magnetic dipole contribution may significantly affect the angular dependence of the differential cross sections and increase their anisotropy as the plasmon wavelength increases.     

Space-Time Directional Lyapunov Exponents for Cellular Automata

Space-time directional Lyapunov exponents are introduced. They describe the maximal velocity of propagation to the right or to the left of fronts of perturbations in a frame moving with a given velocity. The continuity of these exponents as function of the velocity and an inequality relating them to the directional entropy is proved.     

CONCEPTUAL DESIGN STUDIES OF AN 84 GHz, 500 kW, CW GYROTRON

The feasibility of an 84 GHz, 500 kW, CW gyrotron for ECRH on an experimental tokamak will be presented in this paper. Mode competition and mode selection procedures are carefully investigated by considering various candidate modes and the TE_10,4 mode is chosen as the operating mode. A conventional cylindrical cavity resonator with weak input and output tapers and parabolic roundings is considered for interaction studies. Self-consistent, both single mode and time-dependent, calculations are carried out and power and efficiencies are computed for a typical set of beam parameters. The results show that an output power of well over 500 kW, CW and efficiency around 40% can be reached without a depressed collector.     

Mass Power Spectrum in a Universe Dominated by the Chaplygin Gas

The mass power spectrum for a Universe dominated by the Chaplygin gas is evaluated numerically from scales of the order of the Hubble horizon to 100 Mpc. The results are compared with a pure baryonic Universe and a cosmological constant model. In all three cases, the spectrum increases with k, the wavenumber of the perturbations. The slope of the spectrum is higher for the baryonic model and smaller for the cosmological constant model, the Chaplygin gas interpolating these two models. The results are analyzed in terms of the sound velocity of the Chaplygin gas and the moment the Universe begins to accelerate.     

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.