While forecasting non-Gaussian time series with a continuous sample space has begun to receive
research attention, especially in the context of finance, forecasting time series with a discrete sample space (such as time series of counts) is still in its infancy (see Section 9). Such data are very prevalent in business and industry, and there are many unresolved theoretical and practical problems associated with count forecasting; therefore, we also expect much productive research in this area in the near future.