<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:content="http://purl.org/rss/1.0/modules/content/"><channel><title>Time-Series on The Standard Error</title><link>https://jongha-jeon-dev.github.io/standarderror/tags/time-series/</link><description>Recent content in Time-Series on The Standard Error</description><generator>Hugo -- 0.123.7</generator><language>en-gb</language><lastBuildDate>Tue, 13 Oct 2026 00:00:00 +0000</lastBuildDate><atom:link href="https://jongha-jeon-dev.github.io/standarderror/tags/time-series/index.xml" rel="self" type="application/rss+xml"/><item><title>ML 36: Shuffling a Time Series Is Safe Until the Errors Remember</title><link>https://jongha-jeon-dev.github.io/standarderror/lectures/ml-36-time-series/</link><pubDate>Tue, 13 Oct 2026 00:00:00 +0000</pubDate><guid>https://jongha-jeon-dev.github.io/standarderror/lectures/ml-36-time-series/</guid><description>The rule against shuffled folds is right for a reason that is narrower than time: something the model cannot see changing slowly. Forward splitting is not the cure it is sold as.</description></item></channel></rss>