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[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 ?

submitted by /u/charityworker
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Toronto AI is a social and collaborative hub to unite AI innovators of Toronto and surrounding areas. We explore AI technologies in digital art and music, healthcare, marketing, fintech, vr, robotics and more. Toronto AI was founded by Dave MacDonald and Patrick O'Mara.