0
$\begingroup$

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 ?

$\endgroup$
0
$\begingroup$

It works fine if you make sure that window remains the same for both seen and unseen data.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.