Abstract: In an approach to jointly learning uncertainty-aware trend-informed neural network for a demand forecasting model, a machine learning model is trained to capture uncertainty in input forecasts. The uncertainty in a latent space is represented using an auto-encoder based neural architecture. The uncertainty-aware latent space is modeled and optimized to generate an embedding space. A time-series regressor model is learned from the embedding space. A machine learning model is trained for trend-aware demand forecasting based on said time-series regressor model.