Observation window in Predictive modelling In any predictive modelling exercise we first start with defining observation window and perform window for the product/problem. Just wanted to know if the window is different for different predictors or it's same for all the predictor variables. for ex- variable A can be calculated in 3 year of observation window. Can another variable (Variable B) be calculated in 2 year of window ?
It works fine if you make sure that window remains the same for both seen and unseen data.