9 min readTime Series
The Regression That Finds a Relationship That Is Not There
Two series generated from separate random numbers come out significantly related 82.8% of the time, a standard error on dependent data is too narrow by a computable factor of 2.4, and the usual validation split reports a forecaster more than five times better than it is. Three failures, one cause, and the checks that catch each of them.
StatisticsMachine Learning