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We present a platform built on large-scale, data-centric machine learning (ML) approaches, whose particular focus is demand forecasting in retail. At its core, this platform enables the training and application of probabilistic demand forecasting models, and provides convenient abstractions and support functionality for forecasting problems. The platform comprises of a complex end-to-end machine learning system built on Apache Spark, which includes data preprocessing, feature engineering, distributed learning, as well as evaluation, experimentation and ensembling. Furthermore, it meets the demands of a production system and scales to large catalogues containing millions of items. We describe the challenges of building such a platform and discuss our design decisions. We detail aspects on several levels of the system, such as a set of general distributed learning schemes, our machinery for ensembling predictions, and a high-level dataflow abstraction for modeling complex ML pipelines. To the best of our knowledge, we are not aware of prior work on real-world demand forecasting systems which rivals our approach in terms of scalability.

Temporal point processes (TPP) are probabilistic generative models for continuous-time event sequences. Neural TPPs combine the fundamental ideas from point process literature with deep learning approaches, thus enabling construction of flexible and efficient models. The topic of neural TPPs has attracted significant attention in the recent years, leading to the development of numerous new architectures and applications for this class of models. In this review paper we aim to consolidate the existing body of knowledge on neural TPPs. Specifically, we focus on important design choices and general principles for defining neural TPP models. Next, we provide an overview of application areas commonly considered in the literature. We conclude this survey with the list of open challenges and important directions for future work in the field of neural TPPs.

Time series forecasting is a key ingredient in the automation and optimization of business processes: in retail, deciding which products to order and where to store them depends on the forecasts of future demand in different regions; in cloud computing, the estimated future usage of services and infrastructure components guides capacity planning; and workforce scheduling in warehouses, call centers, factories requires forecasts of the future workload. Recent years have witnessed a paradigm shift in forecasting techniques and applications, from computer-assisted model-and assumptionbased to data-driven and fully-automated. This shift can be attributed to the availability of large, rich, and diverse time series data sources, posing unprecedented challenges to traditional time series forecasting methods. As such, how can we build statistical models to efficiently and effectively learn to forecast from large and diverse data sources? How can we leverage the statistical power of "similar" time series to improve forecasts in the case of limited observations? What are the implications for building forecasting systems that can handle large data volumes? The objective of this tutorial is to provide a concise and intuitive overview of the most important methods and tools available for solving large-scale forecasting problems. We review the state of the art in three related fields: (1) classical modeling of time series, (2) scalable tensor methods, and (3) deep learning for forecasting. Further, we share lessons learned from building scalable forecasting systems. While our focus is on providing an intuitive overview of the methods and practical issues, we also present technical details underlying these powerful tools.