Forecasting Consumption for Multiple Products for Multiple Regions
Models


Xgboost can be used for Time Series. Here is a tutorial on Kaggle.
If Deep Learning is an option (the data set
has at least several thousand samples), you can try a RNN
(Recurrent Neural Network), with LSTM or GRU cells.


Features 
You can transform categorical variables into indicator variables with the get_dummies function in pandas.