A normal copula model for the arrival process in a call center

Nabil Channouf, Pierre L'Ecuyer

Research output: Contribution to journalArticle

13 Citations (Scopus)

Abstract

We propose and examine a probabilistic model for the multivariate distribution of the number of calls in each period of the day (e.g., 15 or 30 min) in a call center, where the marginal distribution of the number of calls in any given period is arbitrary, and the dependence between the periods is modeled via a normal copula. Conditional on the number of calls in a period, their arrival times are independent and uniformly distributed over the period. This type of model has the advantage of being simple and reasonably flexible, and can match the correlations between the arrival counts in different periods much better than previously proposed models. For the situation where the number of periods is large, so the number of correlations to estimate can be excessive, we propose simple parametric forms for the correlations, defined as functions of the time lag between the periods. We test our proposed models on three data sets taken from real-life call centers and compare their goodness of fit to the best previously proposed methods that we know. In the three cases, the new models provide a much better match of the correlations and coefficients of variation of the arrival counts in individual periods.

Original languageEnglish
Pages (from-to)771-787
Number of pages17
JournalInternational Transactions in Operational Research
Volume19
Issue number6
DOIs
Publication statusPublished - Nov 2012

Fingerprint

Call centres
Copula
Time lag
Coefficient of variation
Probabilistic model
Goodness of fit
Multivariate distribution
Statistical Models

Keywords

  • Arrival process
  • Call center
  • Copula model
  • Correlation
  • Poisson process
  • Simulation

ASJC Scopus subject areas

  • Business and International Management
  • Strategy and Management
  • Management of Technology and Innovation
  • Management Science and Operations Research
  • Computer Science Applications

Cite this

A normal copula model for the arrival process in a call center. / Channouf, Nabil; L'Ecuyer, Pierre.

In: International Transactions in Operational Research, Vol. 19, No. 6, 11.2012, p. 771-787.

Research output: Contribution to journalArticle

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