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M5 Forecasting Walmart Sales Prediction

This is a sales forecasting project for the M5 Forecasting challenge on Kaggle. The task is to perform time series predictions for two 28-day time periods for 30490 products as well as 12350 aggregated time series. More information about the dataset can be found at https://www.kaggle.com/c/m5-forecasting-accuracy

M5_Forecasting_preprocess

This notebook serves to transform the dataset into a more analysis and model-friendly format. It also reduces the memory of the data files to account for RAM limitation.

M5_Forecasting_EDA

This is an exploratory data analysis notebook that looks into the trends in the datasets.

  • Aggregated sales trend against different units of time
  • How product prices change over time
  • Relationships between day-of-week and sales
  • Relationships between holidays and sales

M5_Forecasting_modelling

This set of notebooks contains the code for three remaining phases of the project: feature engineering, model training and prediction. This project treats the time series prediction as a supervised learning problem, using 1) Lightgbm, a gradient boosting framework, and 2) a simple Deep Neural network to make the predictions.

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