Coherent forecasting for stationary time series of discrete data

摘要

Coherent forecasting for discrete-valued stationary time series is considered in this article. In the context of count time series, different methods of coherent forecasting such as median forecasting and mode forecasting are used to obtain -step ahead coherent forecasting. However, there are not many existing works in the context of categorical time series. Here, we consider the case of a finite number of categories with different possible models, such as the Pegram's operator-based ARMA(,) mod