Should I divide my dataset in multiple prediction models?
Yes, you can divide your dataset and use different prediction models for different part of your dataset. Take advantage of your domain knowledge to build a good model.

After all, you can actually count the following as a single model 
$$f(x) = \begin{cases} f_1(x) &amp; ,x \in A \\ f_2(x) &amp; ,x \in A^c \end{cases}$$