[D] Time series on GBM’s – is row/instance order important?
When building a time series model using something like xgboost or lightgbm, do they only take into account the present row / instance?
Say I build a model that has in one row:
current values at timestamp
lagged values from t-1 to t-5 of the previous values
If the rows/instances are shuffled for k fold cross validation, will that affect prediction ?