The aim of the M5 Competition is similar to the previous four: that is to identify the most appropriate method(s) for different types of situations requiring predictions and making uncertainty estimates. Its ultimate purpose is to advance the theory of forecasting and improve its utilization by business and non-profit organizations. Its other goal is to compare the accuracy/uncertainty of ML and DL methods vis-à-vis those of standard statistical ones, and assess possible improvements versus the extra complexity and higher costs of using the various methods.