This study develops a forecasting framework t hat leverages the Construction Specifications Institute (CSI) MasterFormat as the target data structure, enabling predictions at the six - digit section level and supporting detailed cost projections across a wide spectrum of building materials. To enhance p redictive accuracy, the framework integrates explanatory variables such as raw material prices, commodity indexes, and macroeconomic indicators. Four time - series models, Long Short - Term Memory (LSTM), Autoregressive Integrated Moving Average (ARIMA), Vecto r Error Correction Model (VECM), and Chronos - Bolt, were evaluated under both baseline configurations (using CSI data only) and extended versions with explanatory variables. Results demonstrate that incorporating explanatory variables significantly improves predictive performance across all models. Among the tested approaches, the LSTM model consistently ach ieved the highest accuracy, with RMSE values as low as 1.390 and MAPE values of 0.957, representing improvements of up to 59 % over traditional statistical time - series model, ARIMA. Validation across multiple CSI divisions confirmed the framework's scalability, while Division 06 (Wood, Plastics, and Composites) is presented in detail as a demonstration case. This research offers a robust methodology that enables owners and contractors to improve budgeting practices and achieve more reliable cost estimation at the Definitive level. INTRODUCTION 1.1 Motivation The construction industry continues to demonstrate steady long - term growth, with global activity projected to reach US$9.8 trillion by 2026 [1] . Major upcoming programs in the United States, such as the Los Angeles 2028 Olympics and TSMC's fabrication facility in Arizona [2] [3], highlight the scale of high - value projects in the near future. However, volatility in construction material prices has emerged as a critical challenge, creating significant uncertainty for contractors in project planning, budgeting, and cost management. Price fluctuations, driven by raw material costs, macroeconomic conditions such as inflation and interest rates, and supply - demand imbalances, have amplified risks of cost overruns and delays [4] [5] [6] [7] [8] . Traditional econometric methods (i.e.,multiple regression analysis) and modern econometric methods (i.e., univariate, and multivariate time series methods) have faced limitations in effectively capturing the high - frequency volatility observed in constructi on material prices [9] . These models often struggle to handle the complexity of input data and exhibit limited predictive accuracy in real - world applications.

Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short historical windows, limit the effectiveness of conventional time-series methods. While deep learning and Transformer-based models have shown promise in other domains, their performance deteriorates under partial observability and limited historical data. To address these challenges, we propose a hybrid forecasting framework that integrates dynamic lagged feature engineering and adaptive rolling-window representations with classical statistical models and ensemble learners. Our approach explicitly incorporates invoice-level behavioral modeling, structured lag of support data, and custom stability-aware loss functions, enabling robust forecasts in sparse and irregular financial settings. Empirical results demonstrate an approximate 5% reduction in MAPE compared to baseline models, translating into substantial financial savings. Furthermore, the framework enhances forecast stability over quarterly horizons and strengthens feature target correlation by capturing both short- and long-term patterns, leveraging user profile attributes, and simulating upcoming invoice behaviors. These findings underscore the value of combining structured lagging, invoice-level closure modeling, and behavioral insights to advance predictive accuracy in sparse financial time-series forecasting.

Evaluating startups in their early stages is a complex task that requires detailed analysis by experts. While automating this process on a large scale can significantly impact businesses, the inherent complexity poses challenges. This paper addresses this challenge by introducing the Startup Success Forecasting Framework (SSFF), a new automated system that combines traditional machine learning with advanced language models. This intelligent agent-based architecture is designed to reason, act, synthesize, and decide like a venture capitalist to perform the analysis end-to-end. The SSFF is made up of three main parts: - Prediction Block: Uses random forests and neural networks to make predictions. - Analyst Block: Simulates VC analysis scenario and uses SOTA prompting techniques - External Knowledge Block: Gathers real-time information from external sources. This framework requires minimal input data about the founder and startup description, enhances it with additional data from external resources, and performs a detailed analysis with high accuracy, all in an automated manner

The recent M5 competition has advanced the state-of-the-art in retail forecasting. However, we notice important differences between the competition challenge and the challenges we face in a large e-commerce company. The datasets in our scenario are larger (hundreds of thousands of time series), and e-commerce can afford to have a larger assortment than brick-and-mortar retailers, leading to more intermittent data. To scale to larger dataset sizes with feasible computational effort, firstly, we investigate a two-layer hierarchy and propose a top-down approach to forecasting at an aggregated level with less amount of series and intermittency, and then disaggregating to obtain the decision-level forecasts. Probabilistic forecasts are generated under distributional assumptions. Secondly, direct training at the lower level with subsamples can also be an alternative way of scaling. Performance of modelling with subsets is evaluated with the main dataset. Apart from a proprietary dataset, the proposed scalable methods are evaluated using the Favorita dataset and the M5 dataset. We are able to show the differences in characteristics of the e-commerce and brick-and-mortar retail datasets. Notably, our top-down forecasting framework enters the top 50 of the original M5 competition, even with models trained at a higher level under a much simpler setting.

Load forecasting is of great significance in the power industry as it can provide a reference for subsequent tasks such as power grid dispatch, thus bringing huge economic benefits. However, there are many differences between load forecasting and traditional time series forecasting. On the one hand, load forecasting aims to minimize the cost of subsequent tasks such as power grid dispatch, rather than simply pursuing prediction accuracy. On the other hand, the load is largely influenced by many external factors, such as temperature or calendar variables. In addition, the scale of predictions (such as building-level loads and aggregated-level loads) can also significantly impact the predicted results. In this paper, we provide a comprehensive load forecasting archive, which includes load domain-specific feature engineering to help forecasting models better model load data. In addition, different from the traditional loss function which only aims for accuracy, we also provide a method to customize the loss function based on the forecasting error, integrating it into our forecasting framework. Based on this, we conducted extensive experiments on load data at different levels, providing a reference for researchers to compare different load forecasting models.

Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single product. However, in a situation where large quantities of related time series are available, conditioning the forecast of an individual time series on past behaviour of similar, related time series can be beneficial. Given that the product assortment hierarchy in an E-commerce platform contains large numbers of related products, in which the sales demand patterns can be correlated, our attempt is to incorporate this cross-series information in a unified model. We achieve this by globally training a Long Short-Term Memory network (LSTM) that exploits the nonlinear demand relationships available in an E-commerce product assortment hierarchy. Aside from the forecasting engine, we propose a systematic pre-processing framework to overcome the challenges in an E-commerce setting. We also introduce several product grouping strategies to supplement the LSTM learning schemes, in situations where sales patterns in a product portfolio are disparate. We empirically evaluate the proposed forecasting framework on a real-world online marketplace dataset from Walmart. com. Our method achieves competitive results on category level and super-departmental level datasets, outperforming state-of-the-art techniques.

With the increasing penetration of solar power into power systems, forecasting becomes critical in power system operations. In this paper, an hourly-similarity (HS) based method is developed for 1-hour-ahead (1HA) global horizontal irradiance (GHI) forecasting. This developed method utilizes diurnal patterns, statistical distinctions between different hours, and hourly similarities in solar data to improve the forecasting accuracy. The HS-based method is built by training multiple two-layer multi-model forecasting framework (MMFF) models independently with the same-hour subsets. The final optimal model is a combination of MMFF models with the best-performed blending algorithm at every hour. At the forecasting stage, the most suitable model is selected to perform the forecasting subtask of a certain hour. The HS-based method is validated by 1-year data with six solar features collected by the National Renewable Energy Laboratory (NREL). Results show that the HS-based method outperforms the non-HS (all-in-one) method significantly with the same MMFF architecture, wherein the optimal HS- based method outperforms the best all-in-one method by 10.94% and 7.74% based on the normalized mean absolute error and normalized root mean square error, respectively.

In this paper we propose a framework for automated forecasting of energy-related time series using open access data from European Network of Transmission System Operators for Electricity (ENTSO-E). The framework provides forecasts for various European countries using publicly available historical data only. Our solution was benchmarked using the actual load data and the country provided estimates (where available). We conclude that the proposed system can produce timely forecasts with comparable prediction accuracy in a number of cases. We also investigate the probabilistic case of forecasting - that is, providing a probability distribution rather than a simple point forecast - and incorporate it into a web based API that provides quick and easy access to reliable forecasts.