MFG Forecasting/M5 winner method

M5 winner-method forecast

The M5 1st-place recipe — daily, Tweedie loss, direct multi-step, price/SNAP/event features — trained on the full Walmart catalogue and backtested on the last 28 days. No weekly aggregation, no sampling.

1 · Accuracy scorecard — full M5 catalogue

model · DirectGBM — M5 winner-style (daily · Tweedie · direct multi-step)30,490 series · 28-day horizontest 2016-03-28 → 2016-04-24

WRMSSE · level-12

0.899

official M5 metric (per item×store)

WAPE

73.9%

unweighted (sparse tail dominates)

WAPE · value-weighted

79.5%

weighted by sales value

The M5 winner's famous 0.520 is WRMSSE averaged over 12 aggregation levels — most of which (total, state, store, category) are far easier and pull the average down. The bottom level 12 (per item×store, scored here) is the hardest; even the winners sit around 0.85–0.95 there. So 0.899 across all 30,490 series with a single global model is a credible, competition-comparable bottom-level result (a seasonal-naive benchmark is ≈1.0+).

lags≥28rolling mean/std (7·14·30·60)priceprice_normprice_chgSNAPeventscalendar (dow·month·week)item/dept/cat/store codesmean-encoding

2 · Production recommendation — newsvendor on the winner forecast

Total recommended

1,450,533

units to produce (28d, all SKUs)

Forecast demand

1,117,377

28-day total across catalogue

Capacity-constrained

SKUs hitting the capacity cap

Service level

95%

safety-stock target

Each SKU's recommended quantity = winner forecast demand + safety stock (z·σ from the P10–P90 band), capped by a per-SKU capacity. Per-SKU values are in the table below.

3 · All predicted SKUs — 30,490 series · forecast & recommendation

Every item×store the model forecasts and recommends, searchable and paginated. Click any row to see its 28-day forecast vs. actual (P10–P90 band) and its recommendation breakdown.

30,490 SKUs

SKU	Category	Store	Forecast 28d	Actual 28d	28d error	Recommend
FOODS_1_001_CA_1	FOODS	CA_1	19	33	42.5%	26	view →
FOODS_1_001_CA_2	FOODS	CA_2	28	31	10.3%	38	view →
FOODS_1_001_CA_3	FOODS	CA_3	30	24	25%	45	view →
FOODS_1_001_CA_4	FOODS	CA_4	10	9	8%	14	view →
FOODS_1_001_TX_1	FOODS	TX_1	14	1	999%	21	view →
FOODS_1_001_TX_2	FOODS	TX_2	16	11	44.6%	23	view →
FOODS_1_001_TX_3	FOODS	TX_3	11	14	19.4%	17	view →
FOODS_1_001_WI_1	FOODS	WI_1	12	17	28.7%	17	view →
FOODS_1_001_WI_2	FOODS	WI_2	8	11	24.5%	13	view →
FOODS_1_001_WI_3	FOODS	WI_3	5	10	45.1%	9	view →
FOODS_1_002_CA_1	FOODS	CA_1	11	12	9.1%	16	view →
FOODS_1_002_CA_2	FOODS	CA_2	19	20	5.1%	26	view →
FOODS_1_002_CA_3	FOODS	CA_3	13	12	6.1%	18	view →
FOODS_1_002_CA_4	FOODS	CA_4	11	4	165%	15	view →
FOODS_1_002_TX_1	FOODS	TX_1	4	2	83.9%	7	view →
FOODS_1_002_TX_2	FOODS	TX_2	6	3	85.2%	9	view →
FOODS_1_002_TX_3	FOODS	TX_3	8	10	18%	12	view →
FOODS_1_002_WI_1	FOODS	WI_1	24	27	9.6%	33	view →
FOODS_1_002_WI_2	FOODS	WI_2	12	13	5.9%	17	view →
FOODS_1_002_WI_3	FOODS	WI_3	6	5	19.5%	10	view →
FOODS_1_003_CA_1	FOODS	CA_1	21	22	4.6%	29	view →
FOODS_1_003_CA_2	FOODS	CA_2	29	31	5.5%	41	view →
FOODS_1_003_CA_3	FOODS	CA_3	25	29	12.4%	35	view →
FOODS_1_003_CA_4	FOODS	CA_4	11	9	21.8%	17	view →
FOODS_1_003_TX_1	FOODS	TX_1	11	3	251.6%	15	view →
FOODS_1_003_TX_2	FOODS	TX_2	11	18	38.5%	16	view →
FOODS_1_003_TX_3	FOODS	TX_3	3	0	348.3%	6	view →
FOODS_1_003_WI_1	FOODS	WI_1	35	29	21.2%	46	view →
FOODS_1_003_WI_2	FOODS	WI_2	9	2	364.5%	15	view →
FOODS_1_003_WI_3	FOODS	WI_3	8	1	683.7%	12	view →
FOODS_1_004_CA_1	FOODS	CA_1	86	0	999%	134	view →
FOODS_1_004_CA_2	FOODS	CA_2	44	0	999%	71	view →
FOODS_1_004_CA_3	FOODS	CA_3	48	0	999%	99	view →
FOODS_1_004_CA_4	FOODS	CA_4	33	0	999%	48	view →
FOODS_1_004_TX_1	FOODS	TX_1	48	0	999%	79	view →
FOODS_1_004_TX_2	FOODS	TX_2	62	0	999%	97	view →
FOODS_1_004_TX_3	FOODS	TX_3	81	0	999%	121	view →
FOODS_1_004_WI_1	FOODS	WI_1	72	0	999%	114	view →
FOODS_1_004_WI_2	FOODS	WI_2	96	0	999%	150	view →
FOODS_1_004_WI_3	FOODS	WI_3	65	0	999%	104	view →
FOODS_1_005_CA_1	FOODS	CA_1	31	34	7.5%	43	view →
FOODS_1_005_CA_2	FOODS	CA_2	96	174	44.9%	124	view →
FOODS_1_005_CA_3	FOODS	CA_3	64	70	8.9%	84	view →
FOODS_1_005_CA_4	FOODS	CA_4	17	35	50.5%	24	view →
FOODS_1_005_TX_1	FOODS	TX_1	20	15	36.6%	29	view →
FOODS_1_005_TX_2	FOODS	TX_2	28	32	12.2%	41	view →
FOODS_1_005_TX_3	FOODS	TX_3	24	33	25.9%	33	view →
FOODS_1_005_WI_1	FOODS	WI_1	55	68	18.5%	67	view →
FOODS_1_005_WI_2	FOODS	WI_2	46	49	5.8%	59	view →
FOODS_1_005_WI_3	FOODS	WI_3	37	41	10.8%	48	view →

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