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....

We address the problem of prediction in the classical spatial autoregressive LAG model for areal data. In contrast with the spatial econometrics literature, the geostatistical literature has devoted much attention to prediction using the Best Linear Unbiased Prediction approach. From the methodological point of view, we explore the limits of the extension of BLUP formulas in the context of the ...