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…
ContinueAdded by Rohit Walimbe on April 21, 2017 at 6:00am — No Comments
Posted 1 March 2021
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