Daniel Costa

Data scientist shipping forecasting models that survive production

Senior Data Scientist, Forecasting

Mar 2022 - present

Own store-level demand forecasting powering replenishment for 140 stores and roughly 30,000 SKUs.

  • Replaced a legacy statistical pipeline with a gradient-boosted hierarchy model, improving SKU-level WAPE from 34% to 24%.
  • Forecast improvements reduced perishable waste 18% and out-of-stocks 11%, worth an estimated €6M a year.
  • Built drift monitoring and automated backtesting; silent model degradations detected in hours instead of weeks.
  • Run the quarterly forecasting review with supply-chain leadership, translating model behaviour into buying decisions.
ForecastingGradient boostingMLOpsRetail

Data Scientist

Sep 2019 - Feb 2022

Short-term load and renewables forecasting for an energy retailer balancing a 400MW portfolio.

  • Improved day-ahead load forecast MAPE from 4.1% to 2.9%, cutting balancing costs by roughly €1.2M a year.
  • Built a probabilistic solar-production model used by the trading desk for intraday position sizing.
  • Introduced feature-store patterns that cut new-model iteration time from weeks to days.
Time seriesProbabilistic forecastingEnergy markets

Data Analyst

Oct 2017 - Aug 2019

Customer and assortment analytics for retail clients.

  • Built a churn-scoring model for a telecom client that lifted retention-campaign conversion 2.3x versus random targeting.
  • Automated the weekly client reporting stack, freeing about one analyst-day per week.
PythonSQLChurn modelling

reconcile-ts

Jun 2023 - present

Python library implementing MinT and bottom-up reconciliation with a scikit-learn-compatible API.

  • 700+ GitHub stars; used in at least four production retail forecasting stacks per user reports.
  • Benchmark suite reproduces published reconciliation results on three public datasets.
Open sourcePythonForecasting

Lisbon ML Forecasting Workshop

Sep 2024 - present

Hands-on evening workshop on production forecasting, run twice a year at a local data community.

  • Taught 90+ practitioners across four cohorts, rated 4.8/5 on average.
  • All materials open-sourced, including a realistic synthetic grocery dataset.
TeachingCommunity