Tag:forecasting
All the articles with the tag "forecasting".
Tabular Foundation Models, Explained and Tested on a Real Sales Forecast
My notes on tabular foundation models (TabPFN, TabICL, TabFM): architecture, training, inference, licences, how they compare with trees, time series, and two tests against the LightGBM model we use for weekly store sales.
VN2 Features
The VN2 features I implemented and backtested in our LightGBM store forecast: definitions, correlation, SHAP analysis, the final feature set and how it compares with production, after a short background on the VN2 competition and its winning solution.
Forecast Metrics
My notes on forecast metrics for weekly sales forecasts: MAE, bias, MAPE, WAPE, MASE and RMSSE, business KPIs from a split bias, censored demand in backtests, and why RelMAE and RelMSE replaced MASE and RMSSE.
Solving the Low and High Seller Bias in a Weekly Sales Forecast
Two studies on a LightGBM weekly sales forecast that under-forecasts high sellers and over-forecasts low sellers: separate models, a better initialisation, and normalizing the dataset, then a wide backtest of normalization.
Validation, Hyperparameter and Feature Set Studies for a Weekly Sales Forecast
Three studies on a LightGBM weekly sales forecast, in the order we ran them: the validation set for early stopping, the hyperparameter set, and the feature set.
Explainability Using SHAP
How I used SHAP to explain a LightGBM sales forecast: the plots, an example of an analysis, feature correlation with SHAP, a template notebook and an explainability dashboard.