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Why is standard k-fold cross-validation wrong for time series?

  1. A Random splitting trains on future data to predict the past
  2. B Time series cannot be split
  3. C Folds would be unequal
  4. D It requires too much memory
Answer

Random splitting trains on future data to predict the past

Forward-chaining validation reflects how the model will actually be used, training only on data available before the prediction point.

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