Quickest detection in practice in presence of seasonality: An illustration with call center data

06/08/2020 ∙ by Patrick J. Laub, et al. ∙ 0

In this chapter, we explain how quickest detection algorithms can be useful for risk management in presence of seasonality. We investigate the problem of detecting fast enough cases when a call center will need extra staff in a near future with a high probability. We illustrate our findings on real data provided by a French insurer. We also discuss the relevance of the CUSUM algorithm and of some machine-learning type competitor for this applied problem.

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