Look-ahead Bias

[siddharthqs]

Hi, I saw your Support_Vector_Regression_(SVR).ipynb, Good Work, just one comment:

If you apply MinMaxScalar on time series, in this case, it will introduce the bias in the variables. Result will be too good.

[OrestisMk]

Hi ! Thanks you for your email. This project was almost 5 years ago and there were not many relevant articles to follow. Could you please explain in detail why it will happen. Thank you. Στις Δευ, 18 Σεπ 2023, 00:10 ο χρήστης Siddharth Singh < ***@***.***> έγραψε:

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Hi, I saw your Support_Vector_Regression_(SVR).ipynb, Good Work, just one comment: If you apply MinMaxScalar on time series, in this case, it will introduce the bias in the variables. Result will be too good. — Reply to this email directly, view it on GitHub <#2>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ANTYGPQEBRLUKQY2ZRMPZILX25YNBANCNFSM6AAAAAA434KMTQ> . You are receiving this because you are subscribed to this thread.Message ID: <OrestisMk/OrestisMk-Multivariate-forecast-with-VAR-SVR-RNN-LSTM/issues/2@ github.com>