Multifidelity forward uncertainty quantification (UQ) problems often involve multiple quantities of interest and heterogeneous models (e.g., different grids, equations, dimensions, physics, surrogate reduced-order models). While computational efficiency is key in this context, multi-output strategies multilevel/multifidelity methods are either sub-optimal or non-existent. In paper we extend mul...

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....