• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.217-225
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• 2011

In this paper, a seasonal variable selection method using the spectral analysis accompanied with seasonal linear model is suggested. The suggested method is applied to the prediction of intra-day call arrivals at a large North American commercial bank call center and a signi cant intra-month seasonal variable I detected. This newly detected seasonal factor is included in the seasonal linear model and is compared with the seasonal linear models without this variable to see whether the new variable helps to improve the forecasting performance. The seasonal linear model with the new variable outperformed the models without it in one-day-ahead forecasting.