Markus K.

Just a note: There is a danger of lookahead/data leaking when implementing normalization using the whole dataset. Therefore it needs to be carefully done inside the environment at each step...

Good explanation regarding the lookahead problem suggesting an expanding or rolling window: [https://stats.stackexchange.com/questions/442739/look-ahead-bias-induced-by-standardization-of-a-time-series/462976#462976](https://stats.stackexchange.com/questions/442739/look-ahead-bias-induced-by-standardization-of-a-time-series/462976#462976)

Nice. Thank you for the hint. Will take a look at the PredefinedSplit.