Walk-forward testing with an embargo: keeping time in order
train_test_split(X, y, shuffle=True) is fine for photos of cats. For anything that happens in time, it quietly lets the model learn from the future: Tuesday's training row sits next to Monday's test row, and markets on neighbouring days are related. Walk-forward Keep time in order: Train on everyth…
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- 2026-11-02 10:48 · DEV Community — Machine Learning
Walk-forward testing with an embargo: keeping time in order