  We show how to construct the best linear unbiased predictor (BLUP) for the
continuation of a curve in a spline-function model. We assume that the entire
curve is drawn from some smooth random process and that the curve is given up
to some cut point. We demonstrate how to compute the BLUP efficiently.
Confidence bands for the BLUP are discussed. Finally, we apply the proposed
BLUP to real-world call center data. Specifically, we forecast the continuation
of both the call arrival counts and the workload process at the call center of
a commercial bank.
