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Rohit Walimbe's Blog Posts Tagged 'Ahead' (1)

Avoiding Look Ahead Bias in Time Series Modelling

Any time series classification or regression forecasting involves the Y prediction at 't+n' given the X and Y information available till time T. Obviously no data scientist or statistician can deploy the system without back testing and validating the performance of model in history. Using the future actual information in training data which could be termed as "Look Ahead Bias" is probably the gravest mistake a data scientist can make. Even the sentence “we cannot make use future…

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Added by Rohit Walimbe on April 21, 2017 at 6:00am — No Comments

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