Prévision

Probabilistic Forecasting in Travel Retail - Part 2: Gradient Boosting Quantile Regression

Deep dive into gradient boosting trees with quantile regression for robust uncertainty estimation in travel retail forecasting.

Par

Cyril Noirot

15 septembre 2025

10 min de lecture

In Part 1, we explored probabilistic forecasting using Prophet and Bayesian methods.

Now we move to a more operationally robust approach: gradient boosting trees with quantile regression.

This is where probabilistic forecasting stops being mostly a modeling discussion and becomes a systems discussion.

Travel retail is exactly the kind of environment where simpler structural assumptions start to break:

À propos de l'auteur

Cyril Noirot

Lead Data Scientist

Data scientist freelance. Je conçois et déploie des systèmes de décision — prévision, pricing, marketing measurement, optimisation.

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