Predicting the continuation of a function with applications to call center data

We show how to construct the best linear unbiased predictor (BLUP) for the continuation of a curve, and apply the proposed estimator to real-world call center data. Using the BLUP, we demonstrate prediction of the workload process, both directly and based on prediction of the arrival counts. The Matlab code and all data sets in the presented examples are available in the supplementary material.