Our project leverages the M5 Competition’s Walmart sales dataset, which covers several stores in multiple states in the US. The M5 is one of the most well-known forecasting competitions in the field of demand planning. We explore top performing models from the M5, particularly LightGBM, and state-of-the-art deep learning models like Temporal Fusion Transformer against industry standards such as Triple Exponential Smoothing, in order to provide key insights to business users including:
* Which aggregation levels do the models forecast best?
* Are the models effective at capturing price/promo changes?
* And do the model perform well in common business scenarios not covered by the M5?
The full writeup for our project is available here
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Baseline Models
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LightGBM
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TFT
- the following repository was leveraged heavily in the development of our LightGBM model: https://github.com/monsaraida/kaggle-m5-forecasting-accuracy-4th-place