Mohammadipour, Maryam; Boylan, John E. - In: Omega 40 (2012) 6, pp. 703-712
This paper addresses aggregation in integer autoregressive moving average (INARMA) models. Although aggregation in continuous-valued time series has been widely discussed, the same is not true for integer-valued time series. Forecast horizon aggregation is addressed in this paper. It is shown...