The Impossible Trinity of Time-Series Validation: A Conservation Law among Training Sufficiency, Test Coverage, and Temporal Causality
arXiv:2609.29530v1 Announce Type: new Abstract: Validating a model on a time series asks for three things at once: each training run should use most of the sample (sufficiency), the test sets should together cover most of the sample (coverage), and training data should come before test data (causali