A (
$d$-parameter) basic nilsequence is a sequence of the form
$\psi (n)= f({a}^{n} x)$,
$n\in { \mathbb{Z} }^{d} $, where
$x$ is a point of a compact nilmanifold
$X$,
$a$ is a translation on
$X$, and
$f\in C(X)$; a nilsequence is a uniform limit of basic nilsequences. If
$X= G/ \Gamma $ is a compact nilmanifold,
$Y$ is a subnilmanifold of
$X$,
$\mathop{(g(n))}\nolimits_{n\in { \mathbb{Z} }^{d} } $ is a polynomial sequence in
$G$, and
$f\in C(X)$, we show that the sequence
$\phi (n)= \int \nolimits \nolimits_{g(n)Y} f$ is the sum of a basic nilsequence and a sequence that converges to zero in uniform density (a null-sequence). We also show that an integral of a family of nilsequences is a nilsequence plus a null-sequence. We deduce that for any invertible finite measure preserving system
$(W, \mathcal{B} , \mu , T)$, polynomials
${p}_{1} , \ldots , {p}_{k} : { \mathbb{Z} }^{d} \longrightarrow \mathbb{Z} $, and sets
${A}_{1} , \ldots , {A}_{k} \in \mathcal{B} $, the sequence
$\phi (n)= \mu ({T}^{{p}_{1} (n)} {A}_{1} \cap \cdots \cap {T}^{{p}_{k} (n)} {A}_{k} )$,
$n\in { \mathbb{Z} }^{d} $, is the sum of a nilsequence and a null-sequence.