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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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