Regression prediction intervals with XGBOOST

Knowledge of the uncertainty in predictions of algorithms is paramount for anyone who wishes to make serious predictive analytics for his business. Predictions are never absolute, and it is imperative to know the potential variations. If one wishes to know the passengers volume for each flight, he also needs to know by how many passengers the prediction may differ. Another could decide to predict disembarking times. There is of course a difference between a prediction on a scale of a few hours with a 95% chance of correctness up to half an hour, and a potential error of 10 hours!