  Strategic planning in a corporate environment is often based on experience
and intuition, although internal data is usually available and can be a
valuable source of information. Predicting merger & acquisition (M&A) events is
at the heart of strategic management, yet not sufficiently motivated by data
analytics driven controlling. One of the main obstacles in using e.g. count
data time series for M&A seems to be the fact that the intensity of M&A is time
varying at least in certain business sectors, e.g. communications. We propose a
new automatic procedure to bridge this obstacle using novel statistical
methods. The proposed approach allows for a selection of adaptive windows in
count data sets by detecting significant changes in the intensity of events. We
test the efficacy of the proposed method on a simulated count data set and put
it into action on various M&A data sets. It is robust to aberrant behaviour and
generates accurate forecasts for the evaluated business sectors. It also
provides guidance for an a-priori selection of fixed windows for forecasting.
Furthermore, it can be generalized to other business lines, e.g. for managing
supply chains, sales forecasts, or call center arrivals, thus giving managers
new ways for incorporating statistical modeling in strategic planning
decisions.
