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Question: Is this approach sound?

Goal: Model probability of event = 1

Problem: Time series with multiple event = 0 per id, only one event=1

Approach:

  1. Get all records where event = 1 (not random sample)
  2. For all other ids, random sampling

Because with random sampling you will get a lot of events = 0.

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  • $\begingroup$ AN example would help. With time series data it is normally good to do a time-series split of data. $\endgroup$
    – GooJ
    Sep 7 at 20:23

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