Timestamp Integrity
Timestamp integrity means forecast timestamps are accurate and cannot be manipulated. It is required to prevent look-ahead bias and to evaluate by horizon.
Definition
Timestamp integrity means the recorded time of a forecast (and any updates) is correct and reliable. It is a core requirement for fair evaluation.
Why it matters
If timestamps can be manipulated, a forecaster can create perfect looking forecasts after the fact. That creates look ahead bias and invalidates any scorecard.
Practical controls
• Server side timestamping (do not trust client time)
• Immutable logs or append only records
• Store update history, not just the latest value
Related
Timestamp integrity supports forecast horizon analysis and clean backtests.