What is data leakage and how do you prevent it in time-series?medium
Answer
Leakage is when future information bleeds into training, inflating metrics.
Explanation
Leakage is when future information bleeds into training, inflating metrics. Prevention: strict temporal splits (TimeSeriesSplit, no shuffle), lag features only from t-n onwards, rolling stats computed on training window only, careful with target encoding. Always verify that your validation set strictly follows your training set in time.
Follow-upCan you give a production example?