Description
Check a supplied train/test separation against an embargo.
Model validation depends on when information became available and how records or entities enter splits. A timestamp inequality or group overlap count can identify one local issue without proving absence of every form of leakage.
Check a supplied train/test separation against an embargo.
When to use this tool
Use Train Test Time Gap when checking an explicit feature-time or split-membership condition.
How to use the tool and how it works
- Enter latestTrainingTime, earliestTestTime, embargoDuration. Use the units and conventions below.
- Run the tool. Correct any format, range, or cross-field input error before interpreting the output.
- Read gap, beyondEmbargo, embargoSatisfied. Inspect embargoSatisfied before interpreting the associated values.
Check a supplied train/test separation against an embargo. Require embargoDuration >= 0; gap = earliestTestTime-latestTrainingTime, beyondEmbargo subtracts embargo, embargoSatisfied includes equality.1
| Input field | Meaning and units | Accepted input |
|---|---|---|
| latestTrainingTime | Latest Training Time | Required. Finite number. |
| earliestTestTime | Earliest Test Time | Required. Finite number. |
| embargoDuration | Embargo Duration | Required. Finite number; minimum 0. |
| Output field | Interpretation | Returned shape |
|---|---|---|
| gap | Gap | Required. Finite number. |
| beyondEmbargo | Beyond Embargo | Required. Finite number. |
| embargoSatisfied | Embargo Satisfied | Required. Boolean. |
{
"input": {
"latestTrainingTime": 100,
"earliestTestTime": 120,
"embargoDuration": 10
},
"output": {
"gap": 20,
"beyondEmbargo": 10,
"embargoSatisfied": true
}
}Limitations and assumptions
- Times share a common basis; this single boundary check does not establish a leakage-free validation design.
- Inputs must satisfy both the field types and the cross-field conditions above. Invalid input causes an error; a successful false flag or documented placeholder is a different result.
- Numeric calculations use binary floating point unless exact decimal-integer arithmetic is explicitly stated. No hidden measurement tolerance or decimal rounding is added; nonfinite or out-of-contract results are rejected. Numeric signed-zero results are exported as zero.
Alternative or Complementary methods
Use a complete data-provenance and validation-design review, including label horizons, entity dependence and preprocessing fit scope.
References
Similar or alternative tools
- Target Leakage Explicit Time Order
Check feature availability and target ordering at prediction time.
- Feature Label Time Window Overlap
Return positive-duration overlap between feature and label windows.