Tree-based XGB, LightGBM, and CatBoost Models for Multi-period Time Series Probabilistic Forecasting

Chris Kuo/Dr. Dataman
Dataman in AI
Published in
13 min readApr 6, 2024

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The chapter title covers three essential concepts: “probabilistic forecasting”, “multi-period”, and “tree-based”. First is “probabilistic forecasting”. Many real-world applications request prediction intervals for resource planning or anomaly detection, as mentioned in Chapter 1: Introduction. Quantile regression is one…

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Chris Kuo/Dr. Dataman
Dataman in AI

The Dataman articles are my reflections on data science and teaching notes at Columbia University https://sps.columbia.edu/faculty/chris-kuo