Hello there,

I have a time series model with too high accuracy,

which is why I'm certain there is a data leakage from the y values to the X values,

i just cant proof it without a doubt, that's why i need your help.

**Model**

The model is a RF Regressor on time series data.

**Data**

The data is an un-equally spaced data which was filled with 0 values where there was no data,

meaning a value was not recorded that day.

Now, i have data for the values from these points in time :

t-2 to t-1

t-1 to t

t-2 to t

I want to predict the value from t to t+1, therefore my hypothesis is that i can utilize t-2 to t-1 and t-2 to t

in order to get t-1 to t and t-1 to t+1, thus predicting the value from t to t+1.

so my final model is : RF Regressor ( X = ['Date','Value from t-2 to t-1'] y = ['Value from t-1 to t'] )

So my final question is if this model is wrong, how theoretically,

can i proof that this model is using part of the label from y in the X parameters ?

Thank you.

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daniel millionshik

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