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Merged
merged 2 commits into from
Jun 12, 2019
Merged

DOC: warning on look-ahead bias with resampling #26754

merged 2 commits into from
Jun 12, 2019

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0x0L
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@0x0L 0x0L commented Jun 9, 2019 •
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@0x0L 0x0L force-pushed the doc_resampling branch from 2ec656b to c7eb7ff Compare June 9, 2019 14:25
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Codecov Report

Merging #26754 into master will decrease coverage by 50.49%.
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Codecov Report

Merging #26754 into master will increase coverage by 0.01%.
The diff coverage is n/a.

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TomAugspurger
TomAugspurger reviewed Jun 10, 2019
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doc/source/user_guide/timeseries.rst Outdated
frequency offsets except for 'M', 'A', 'Q', 'BM', 'BA', 'BQ', and 'W'
which all have a default of 'right'.

This might lead to unintended look-ahead bias as in the following example:
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Is "look-ahead bias" a common term?

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@0x0L 0x0L Jun 10, 2019 •
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It is in the context of timeseries forecasting.
EDIT: what about dropping the word bias ?

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@TomAugspurger TomAugspurger Jun 10, 2019 •
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Yes, dropping bias, and perhaps adding a small definition sounds good. Something like

This might lead to unintended looking ahead, where the value for a later date (Sunday) is pulled back to
a previous date (Friday).

@jreback jreback added Docs Datetime Datetime data dtype labels Jun 11, 2019
@jreback jreback added this to the 0.25.0 milestone Jun 11, 2019
@jreback jreback merged commit 634577e into pandas-dev:master Jun 12, 2019
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jreback commented Jun 12, 2019

thanks @0x0L

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Business day resampling
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