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Let say I have a Time series, I'm using sliding/expanding window method to split to train and test data: train would be all the data I have until day x and test is day x+1.

To avoid Data leakage I'm re-fitting the scaler for each day with the data I have until that day.

My question is: Why not fit the scaler with the data using all the training points and the Features from the next day ( Test Data)?

It wont be data leakage as I already have the test features available to me at the day of the forecast..

Thanks

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