hard20 pts · first answer countstime-seriesdata-leakage
Great backtest, poor live forecast
A demand forecast has excellent backtest error but performs badly in production. The features include a 7-day rolling mean computed with center=True. What is the most likely cause?
Discussion 0
Join free to post in the discussion.
Related questions
- Suspiciously strong churn featureData Scientist
- Validating a forecasting modelData Scientist
- Making a trending series stationaryData Scientist
- Oversampling before cross-validationData Scientist
- Target encoding without leakageData Scientist
- Rolling mean at the edgesData Scientist
- Scaling before splittingMachine Learning Engineer
- Validating a forecasting modelMachine Learning Engineer