This paper describes a deep-learning-based time-series forecasting method that was
ranked third in the accuracy challenge of the M5 competition. We solved the problem using a
deep-learning approach based on DeepAR, which is an auto-regressive recurrent network
model conditioned on historical inputs. To address the intermittent and irregular
characteristics of sales demand, we modified the training procedure of DeepAR; instead of
using actual values for the historical inputs, our model uses values sampled from a trained …