The Impossible Trinity of Time-Series Validation: A Conservation Law among Training Sufficiency, Test Coverage, and Temporal Causality

arXiv:2609.29530 · cs.LG, q-fin.ST, stat.ML · Submitted 2026-09-02 · Read on arXiv

cs.LG, q-fin.ST, stat.ML

Submitted: 2026-09-02

Updated: 2026-09-02

Terminology

• Generalization — 6× in this paper · explained in 13 episodes
• Non-stationarity — 6× in this paper · explained in 2 episodes
• Selection Bias — 2× in this paper · explained in 4 episodes
• Accuracy — 1× in this paper · explained in 1 episode
• Clustering — 1× in this paper · explained in 2 episodes
• Consistency — 1× in this paper · explained in 3 episodes
• Differentially Private — 1× in this paper · explained in 3 episodes
• Generalization Bounds — 1× in this paper · explained in 2 episodes
• Robustness — 1× in this paper · explained in 5 episodes
• Time Series Forecasting — 1× in this paper · explained in 3 episodes
• alpha — 1× in this paper · explained in 1 episode

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