This project is a collection of files used to compete at the M5 competiton on kaggle and it will be part of my thesis.
The objective of the M5 forecasting competition is to advance the theory and practice of forecasting by identifying the method(s) that provide the most accurate point forecasts for each of the 42,840 time series of the competition, as well as the methods that elicit information to estimate the uncertainty distribution of the realized values of these series as precisely as possible.