Category Archives: Forecasting
Electric utility peak load forecasting and weather normalization
A prominent summer-peaking electric utility client faced challenges with system-wide daily peak load forecast accuracy in the hottest periods of the year. We developed an econometric time series forecast model that incorporated sophisticated predictive drivers of daily peak load, including … Continue reading
Posted in Energy, Forecasting, Operations
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Electricity, gas and water demand forecasting system
In separate projects for four natural gas LDCs, two electric utilities and one consortium of over 40 regional water utilities, we developed and implemented an econometric demand forecasting system that assisted policy makers in improving the forecast accuracy and delivering … Continue reading
Posted in Energy, Forecasting, Operations
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Brokerage: Equity price forecasting
We trained the economic forecasters of a leading retail brokerage in the use of an advanced econometric time series forecast development platform, focusing on the development of equity price forecast models tied to macroeconomic and investment metrics as forecast drivers. … Continue reading
Posted in Analytics architecture, Brokerage, Forecasting
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Credit card issuers: Loss forecasting
Across distinct engagements, we implemented monthly econometric delinquency and loss forecasts for three domestic credit card issuers. Metrics forecasted included account volumes acquired and retained, outstanding balances by current and delinquent status, and gross and net charge-off volumes. Forecasts provided … Continue reading
Posted in Credit, Forecasting, Risk management
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Credit card issuer: sales forecasting
We developed a monthly econometric revenue forecasting system for a leading domestic credit card issuer to project revenue lines (finance charge, balance transfer, cash advance, late fee and interchange) as a baseline for targeting and measuring marketing campaign impact. The … Continue reading
Brokerage: Call center demand forecasting
Developed a series of econometric time series models to forecast the expected monthly inbound call volume for the business benefits division of a leading investment brokerage, by client, contract type and relationship history length. Models took into account contract renewal … Continue reading
Posted in Brokerage, Forecasting, Operations
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Retail bank: Deposit transaction forecasting
We built a series of econometric time series models to forecast the expected volume of daily deposit account transactions by branch across a substantial geographic footprint for a leading domestic retail bank. Segmentation of the forecast models took into in-branch … Continue reading
Posted in Banking, Forecasting, Operations
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Banking services provider: ATM transaction forecasting
We built a series of econometric time series models to forecast the expected interval of daily cash-out transactions per ATM location for a financial services systems provider. Models accounted for recent historical volume, cyclical and payroll cycles, seasonal and holiday … Continue reading
Posted in Banking, Forecasting, Operations
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