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Google Cloud Certified Professional Machine Learning Engineer · Google Cloud
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Both random cross-validation and k-folds cross-validation are not suitable for time series data as those two can introduce data leakage leading to biased estimates/predictions. Nested cross-validation works with time series data avoiding data leakage and model overfitting
C, see desertlotus1211
You are working with time series data yet used random cross-validation, and you immediately achieved an extremely high AUC (99%) with little effort. This is a red flag for data leakage—meaning information from the future (or directly from the target) is leaking into the training process C is better answer