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

• We construct the best linear unbiased predictor for the continuation of a curve.
• We show how to implement this predictor for spline spaces.
• We demonstrate prediction of the workload process for call center data.
• We compare the predictor's results to the results of other techniques.

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.