No it didn't have zeros. For that example I was using 30 time series and each had six years of weekly data. I don't want my forecasts to fallback to other models because then I wouldn't know which series used which model. But ultimately this is not an issue for me because I decided not to use Ray with StatsForecast. I now handle parallelism outside of StatsForecast. I just shared the issue here in case others see similar behavior. Basically StatsForecast might behave differently for AutoCES if ray_address is provided. Without ray_address, everything is fine.