How To Do Time Series Cross-Validation In Python
One can’t simply use a random train-test split when building a machine learning model for time series Doing it would not only allow the model to learn from data in the future but show you an overoptimistic (and wrong) performance evaluation. In real-life projects, you always have a time component to deal with. Changes can happen in nanoseconds or centuries, but they happen and you are interested in predicting what will come next....