@Max (Nixtla) @Kin Gtz. Olivares @fede as mentioned to Max before I think this could be interesting for Nixtla to consider https://github.com/AbdullahO/mSSA. These models have been around for long time and MIT had a NeurIPS paper couple of years back. Also known as Caterpillar method due to the way how time series is turned into matrix and then decomposed there are several papers on it also books (using R) and also some R packages https://www.gistatgroup.com/cat/index.html I had tried it before on some limited electricity prices datasets and got good results, have not tried on retail data yet.

Thanks! We will def. take a look.