Deeper walkthroughRead Define the Unit and Target as a mechanism, not a recipe
Treat this as a sequence of observable decisions rather than one opaque command. Stage 1: Write a timestamped prediction statement: “for each [unit] at [prediction time], predict [target] over [horizon] using only information available by then.” Stage 2: Keep the stage inside the same data/validation definitions used by the rest of the project. Stage 3: Save the evidence produced by this stage so the next stage can be audited.
MechanismFollow the transformation
Write a timestamped prediction statement: “for each [unit] at [prediction time], predict [target] over [horizon] using only information available by then.”
Keep the stage inside the same data/validation definitions used by the rest of the project.
Save the evidence produced by this stage so the next stage can be audited.
EvidenceKnow what would convince you
- Confirm fitted transformations/models saw only training data.
- Retain fold/test predictions so metrics can be recomputed independently.