More flexibility in naming generated or transformed columns as opposed to f"lag{lag}" or the output from _build_transform_name, maybe adding a Callable` somewhere perhaps? For example, the convention I have at my job is to call a column something like fieldname_lag_24, which is different to mlforecast. This is relatively easy for me to work around, but would be nice to have if it's easy to do
Description
Originally requested in #260
Use case
No response