Even more so since test data can't be from the same time range: i.e. for time series you need to split train/test by date, not randomly, otherwise your model just memorizes the series.
See Hyndman's fpp2 — https://otexts.org/fpp2/accuracy.html
Also, his description of rolling window validation: https://robjhyndman.com/hyndsight/rolling-forecasts/