From dc8f5657c856e0699763c40d0be84445a4a4cf64 Mon Sep 17 00:00:00 2001
From: authierj <jules.authier@unit8.co>
Date: Fri, 28 Feb 2025 19:50:31 +0100
Subject: [PATCH 01/13] notes

---
 darts/utils/data/tabularization.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/darts/utils/data/tabularization.py b/darts/utils/data/tabularization.py
index 1742f7ccd1..9137e74f9c 100644
--- a/darts/utils/data/tabularization.py
+++ b/darts/utils/data/tabularization.py
@@ -341,6 +341,7 @@ def create_lagged_data(
                 logger,
             )
         if use_moving_windows and series_equal_freq:
+            # TODO look here
             X_i, y_i, times_i, weights_i = _create_lagged_data_by_moving_window(
                 target_series=target_i,
                 output_chunk_length=output_chunk_length,
@@ -988,6 +989,7 @@ def _create_lagged_data_by_moving_window(
 
     Assumes that all the lags are sorted in ascending order.
     """
+    # TODO look here
     feature_times, min_lags, max_lags = _get_feature_times(
         target_series=target_series,
         past_covariates=past_covariates,
@@ -1672,6 +1674,7 @@ def _get_feature_times(
             # Append times to end of series - see Step 1b for extracting features
             # times from `future_covariates`, or Step 1 for extracting features
             # from `target_series`/`past_covariates` in `Notes`:
+            # TODO look at this line
             new_end = (
                 times_i[-1] + series_i.freq * (min_lag_i) if min_lag_i > 0 else None
             )

From c66597ae8b1ef63a31b86ddd834016556227ad53 Mon Sep 17 00:00:00 2001
From: authierj <jules.authier@unit8.co>
Date: Mon, 3 Mar 2025 11:02:26 +0100
Subject: [PATCH 02/13] dennis note

---
 .../optimized_historical_forecasts_regression.py                | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py b/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py
index a8a1444731..358f1ab94a 100644
--- a/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py
+++ b/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py
@@ -81,6 +81,8 @@ def _optimized_historical_forecasts_last_points_only(
             show_warnings=show_warnings,
         )
 
+        # TODO get target lags and adjust hist_fct_tgt_end
+
         # Additional shift, to account for the model output_chunk_length
         if model.output_chunk_length != forecast_horizon and not model.multi_models:
             # used to convert the shift into the appropriate unit

From daee87c2355519132ecdd04a84b936a3c291b37c Mon Sep 17 00:00:00 2001
From: authierj <jules.authier@unit8.co>
Date: Mon, 3 Mar 2025 16:59:47 +0100
Subject: [PATCH 03/13] trying a few things

---
 darts/models/forecasting/regression_model.py  |  8 ++-
 ...timized_historical_forecasts_regression.py |  3 +
 darts/utils/historical_forecasts/utils.py     |  7 ++-
 testing2.py                                   | 59 +++++++++++++++++++
 4 files changed, 74 insertions(+), 3 deletions(-)
 create mode 100644 testing2.py

diff --git a/darts/models/forecasting/regression_model.py b/darts/models/forecasting/regression_model.py
index 6c69c48c3e..4d4892b3b2 100644
--- a/darts/models/forecasting/regression_model.py
+++ b/darts/models/forecasting/regression_model.py
@@ -457,7 +457,13 @@ def extreme_lags(
         Optional[int],
     ]:
         min_target_lag = self.lags["target"][0] if "target" in self.lags else None
-        max_target_lag = self.output_chunk_length - 1 + self.output_chunk_shift
+        # WHHHHHYYYYYYYY
+        # max_target_lag = self.output_chunk_length - 1 + self.output_chunk_shift
+        max_target_lag = (
+            self.output_chunk_length + self.lags["target"][-1] + self.output_chunk_shift
+            if "target" in self.lags
+            else self.output_chunk_length - 1 + self.output_chunk_shift
+        )
         min_past_cov_lag = self.lags["past"][0] if "past" in self.lags else None
         max_past_cov_lag = self.lags["past"][-1] if "past" in self.lags else None
         min_future_cov_lag = self.lags["future"][0] if "future" in self.lags else None
diff --git a/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py b/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py
index 358f1ab94a..8a6b09a773 100644
--- a/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py
+++ b/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py
@@ -82,6 +82,9 @@ def _optimized_historical_forecasts_last_points_only(
         )
 
         # TODO get target lags and adjust hist_fct_tgt_end
+        # lags = model._get_lags("target")
+        # if lags is not None and lags[-1] < -1:
+        #     hist_fct_tgt_end += (lags[-1] + 1) * freq
 
         # Additional shift, to account for the model output_chunk_length
         if model.output_chunk_length != forecast_horizon and not model.multi_models:
diff --git a/darts/utils/historical_forecasts/utils.py b/darts/utils/historical_forecasts/utils.py
index c8502cd7c4..8d3c7825e0 100644
--- a/darts/utils/historical_forecasts/utils.py
+++ b/darts/utils/historical_forecasts/utils.py
@@ -1007,7 +1007,7 @@ def _get_historical_forecast_boundaries(
     # `max_target_lag_train` is redundant, since optimized hist fc is running in predict mode only
     (
         min_target_lag,
-        _,
+        max_target_lag,
         min_past_cov_lag,
         max_past_cov_lag,
         min_future_cov_lag,
@@ -1020,7 +1020,10 @@ def _get_historical_forecast_boundaries(
     hist_fct_tgt_start, hist_fct_tgt_end = historical_forecasts_time_index
     if min_target_lag is not None:
         hist_fct_tgt_start += min_target_lag * freq
-    hist_fct_tgt_end -= 1 * freq
+    # BUGFIX this is strange, why not
+    hist_fct_tgt_end += 1 * freq * (max_target_lag - 1)
+    # hist_fct_tgt_end += 1 * freq * model._get_lags("target")[-1]
+    # hist_fct_tgt_end -= 1 * freq
     # past lags are <= 0
     hist_fct_pc_start, hist_fct_pc_end = historical_forecasts_time_index
     if min_past_cov_lag is not None:
diff --git a/testing2.py b/testing2.py
new file mode 100644
index 0000000000..dc02f9da71
--- /dev/null
+++ b/testing2.py
@@ -0,0 +1,59 @@
+from itertools import product
+
+from sklearn.preprocessing import MaxAbsScaler
+
+from darts.dataprocessing.transformers import Scaler
+from darts.models import LinearRegressionModel
+from darts.tests.utils.historical_forecasts.test_historical_forecasts import (
+    TestHistoricalforecast,
+)
+from darts.utils import timeseries_generation as tg
+
+tester = TestHistoricalforecast()
+
+sine_univariate1 = tg.sine_timeseries(length=50) * 2 + 1.5
+sine_univariate2 = tg.sine_timeseries(length=50, value_phase=1.5705) * 5 + 1.5
+sine_univariate3 = tg.sine_timeseries(length=50, value_phase=0.1963125) * -9 + 1.5
+
+params = product(
+    [
+        (
+            {
+                "series": sine_univariate1 - 11,
+            },
+            {"series": Scaler(scaler=MaxAbsScaler())},
+        ),
+        (
+            {
+                "series": sine_univariate3 + 2,
+                "past_covariates": sine_univariate1 * 3 + 3,
+            },
+            {"past_covariates": Scaler()},
+        ),
+        (
+            {
+                "series": sine_univariate3 + 5,
+                "future_covariates": sine_univariate1 * (-4) + 3,
+            },
+            {"future_covariates": Scaler(scaler=MaxAbsScaler())},
+        ),
+        (
+            {
+                "series": sine_univariate3 * 2 + 7,
+                "past_covariates": sine_univariate1 + 2,
+                "future_covariates": sine_univariate2 + 3,
+            },
+            {"series": Scaler(), "past_covariates": Scaler()},
+        ),
+    ],
+    [True, False],  # retrain
+    [True, False],  # last point only
+    [LinearRegressionModel],
+)
+
+i = 0
+
+for param in params:
+    if i == 2 or i == 3:
+        tester.test_historical_forecasts_with_scaler(params=param)
+    i += 1

From 85e83d3729c220e119ff3abc2c004230ac3eed81 Mon Sep 17 00:00:00 2001
From: authierj <jules.authier@unit8.co>
Date: Tue, 4 Mar 2025 14:38:53 +0100
Subject: [PATCH 04/13] seems to fix it

---
 darts/models/forecasting/regression_model.py | 12 ++++++------
 darts/utils/historical_forecasts/utils.py    |  8 +++++---
 2 files changed, 11 insertions(+), 9 deletions(-)

diff --git a/darts/models/forecasting/regression_model.py b/darts/models/forecasting/regression_model.py
index 4d4892b3b2..86932ece69 100644
--- a/darts/models/forecasting/regression_model.py
+++ b/darts/models/forecasting/regression_model.py
@@ -458,12 +458,12 @@ def extreme_lags(
     ]:
         min_target_lag = self.lags["target"][0] if "target" in self.lags else None
         # WHHHHHYYYYYYYY
-        # max_target_lag = self.output_chunk_length - 1 + self.output_chunk_shift
-        max_target_lag = (
-            self.output_chunk_length + self.lags["target"][-1] + self.output_chunk_shift
-            if "target" in self.lags
-            else self.output_chunk_length - 1 + self.output_chunk_shift
-        )
+        max_target_lag = self.output_chunk_length - 1 + self.output_chunk_shift
+        # max_target_lag = (
+        #     self.output_chunk_length + self.lags["target"][-1] + self.output_chunk_shift
+        #     if "target" in self.lags
+        #     else self.output_chunk_length - 1 + self.output_chunk_shift
+        # )
         min_past_cov_lag = self.lags["past"][0] if "past" in self.lags else None
         max_past_cov_lag = self.lags["past"][-1] if "past" in self.lags else None
         min_future_cov_lag = self.lags["future"][0] if "future" in self.lags else None
diff --git a/darts/utils/historical_forecasts/utils.py b/darts/utils/historical_forecasts/utils.py
index 8d3c7825e0..c65e3f2607 100644
--- a/darts/utils/historical_forecasts/utils.py
+++ b/darts/utils/historical_forecasts/utils.py
@@ -1021,9 +1021,11 @@ def _get_historical_forecast_boundaries(
     if min_target_lag is not None:
         hist_fct_tgt_start += min_target_lag * freq
     # BUGFIX this is strange, why not
-    hist_fct_tgt_end += 1 * freq * (max_target_lag - 1)
-    # hist_fct_tgt_end += 1 * freq * model._get_lags("target")[-1]
-    # hist_fct_tgt_end -= 1 * freq
+    # hist_fct_tgt_end += 1 * freq * (max_target_lag - 1)
+    if hasattr(model, "lags") and "target" in model.lags:
+        hist_fct_tgt_end += 1 * freq * model.lags["target"][-1]
+    else:
+        hist_fct_tgt_end -= 1 * freq
     # past lags are <= 0
     hist_fct_pc_start, hist_fct_pc_end = historical_forecasts_time_index
     if min_past_cov_lag is not None:

From 2500e418cd68141b7670dd4ea852d0d6822e227b Mon Sep 17 00:00:00 2001
From: authierj <jules.authier@unit8.co>
Date: Tue, 4 Mar 2025 17:59:36 +0100
Subject: [PATCH 05/13] fix and tests

---
 darts/models/forecasting/regression_model.py          |  6 ------
 .../historical_forecasts/test_historical_forecasts.py |  4 +++-
 darts/utils/data/tabularization.py                    |  3 ---
 darts/utils/historical_forecasts/utils.py             | 11 ++++++-----
 4 files changed, 9 insertions(+), 15 deletions(-)

diff --git a/darts/models/forecasting/regression_model.py b/darts/models/forecasting/regression_model.py
index 86932ece69..6c69c48c3e 100644
--- a/darts/models/forecasting/regression_model.py
+++ b/darts/models/forecasting/regression_model.py
@@ -457,13 +457,7 @@ def extreme_lags(
         Optional[int],
     ]:
         min_target_lag = self.lags["target"][0] if "target" in self.lags else None
-        # WHHHHHYYYYYYYY
         max_target_lag = self.output_chunk_length - 1 + self.output_chunk_shift
-        # max_target_lag = (
-        #     self.output_chunk_length + self.lags["target"][-1] + self.output_chunk_shift
-        #     if "target" in self.lags
-        #     else self.output_chunk_length - 1 + self.output_chunk_shift
-        # )
         min_past_cov_lag = self.lags["past"][0] if "past" in self.lags else None
         max_past_cov_lag = self.lags["past"][-1] if "past" in self.lags else None
         min_future_cov_lag = self.lags["future"][0] if "future" in self.lags else None
diff --git a/darts/tests/utils/historical_forecasts/test_historical_forecasts.py b/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
index f696724cb2..7ace5e0692 100644
--- a/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
+++ b/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
@@ -72,6 +72,8 @@
         {},
         (5, 3),
     ),
+    (LinearRegressionModel, {"lags": [-5]}, {}, (5, 1)),
+    (LinearRegressionModel, {"lags": [-5], "output_chunk_shift": 1}, {}, (5, 2)),
 ]
 if not isinstance(CatBoostModel, NotImportedModule):
     models_reg_no_cov_cls_kwargs.append((
@@ -665,7 +667,7 @@ def test_historical_forecasts_negative_rangeindex(self):
     def test_historical_forecasts(self, config):
         """Tests historical forecasts with retraining for expected forecast lengths and times"""
         forecast_horizon = 8
-        # if no fit and retrain=false, should fit at fist iteration
+        # if no fit and retrain=false, should fit at first iteration
         model_cls, kwargs, model_kwarg, bounds = config
         model = model_cls(**kwargs, **model_kwarg)
         # set train length to be the minimum required training length
diff --git a/darts/utils/data/tabularization.py b/darts/utils/data/tabularization.py
index 9137e74f9c..1742f7ccd1 100644
--- a/darts/utils/data/tabularization.py
+++ b/darts/utils/data/tabularization.py
@@ -341,7 +341,6 @@ def create_lagged_data(
                 logger,
             )
         if use_moving_windows and series_equal_freq:
-            # TODO look here
             X_i, y_i, times_i, weights_i = _create_lagged_data_by_moving_window(
                 target_series=target_i,
                 output_chunk_length=output_chunk_length,
@@ -989,7 +988,6 @@ def _create_lagged_data_by_moving_window(
 
     Assumes that all the lags are sorted in ascending order.
     """
-    # TODO look here
     feature_times, min_lags, max_lags = _get_feature_times(
         target_series=target_series,
         past_covariates=past_covariates,
@@ -1674,7 +1672,6 @@ def _get_feature_times(
             # Append times to end of series - see Step 1b for extracting features
             # times from `future_covariates`, or Step 1 for extracting features
             # from `target_series`/`past_covariates` in `Notes`:
-            # TODO look at this line
             new_end = (
                 times_i[-1] + series_i.freq * (min_lag_i) if min_lag_i > 0 else None
             )
diff --git a/darts/utils/historical_forecasts/utils.py b/darts/utils/historical_forecasts/utils.py
index c65e3f2607..158114946b 100644
--- a/darts/utils/historical_forecasts/utils.py
+++ b/darts/utils/historical_forecasts/utils.py
@@ -1007,7 +1007,7 @@ def _get_historical_forecast_boundaries(
     # `max_target_lag_train` is redundant, since optimized hist fc is running in predict mode only
     (
         min_target_lag,
-        max_target_lag,
+        _,
         min_past_cov_lag,
         max_past_cov_lag,
         min_future_cov_lag,
@@ -1020,12 +1020,13 @@ def _get_historical_forecast_boundaries(
     hist_fct_tgt_start, hist_fct_tgt_end = historical_forecasts_time_index
     if min_target_lag is not None:
         hist_fct_tgt_start += min_target_lag * freq
-    # BUGFIX this is strange, why not
-    # hist_fct_tgt_end += 1 * freq * (max_target_lag - 1)
-    if hasattr(model, "lags") and "target" in model.lags:
-        hist_fct_tgt_end += 1 * freq * model.lags["target"][-1]
+
+    # target lag has a gap between the max lag and the present
+    if hasattr(model, "lags") and model._get_lags("target"):
+        hist_fct_tgt_end += 1 * freq * model._get_lags("target")[-1]
     else:
         hist_fct_tgt_end -= 1 * freq
+
     # past lags are <= 0
     hist_fct_pc_start, hist_fct_pc_end = historical_forecasts_time_index
     if min_past_cov_lag is not None:

From 8d0e49efe255a901fea77b4c3ba4df1ae65b493d Mon Sep 17 00:00:00 2001
From: authierj <jules.authier@unit8.co>
Date: Tue, 4 Mar 2025 18:09:07 +0100
Subject: [PATCH 06/13] note removal

---
 .../optimized_historical_forecasts_regression.py             | 5 -----
 1 file changed, 5 deletions(-)

diff --git a/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py b/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py
index 8a6b09a773..a8a1444731 100644
--- a/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py
+++ b/darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py
@@ -81,11 +81,6 @@ def _optimized_historical_forecasts_last_points_only(
             show_warnings=show_warnings,
         )
 
-        # TODO get target lags and adjust hist_fct_tgt_end
-        # lags = model._get_lags("target")
-        # if lags is not None and lags[-1] < -1:
-        #     hist_fct_tgt_end += (lags[-1] + 1) * freq
-
         # Additional shift, to account for the model output_chunk_length
         if model.output_chunk_length != forecast_horizon and not model.multi_models:
             # used to convert the shift into the appropriate unit

From 17755de075f05bede70c96b12fc84a2ebb4c8019 Mon Sep 17 00:00:00 2001
From: authierj <jules.authier@unit8.co>
Date: Wed, 5 Mar 2025 10:33:40 +0100
Subject: [PATCH 07/13] overlap_end taken into account

---
 .../utils/historical_forecasts/test_historical_forecasts.py | 6 ++++++
 darts/utils/historical_forecasts/utils.py                   | 2 +-
 2 files changed, 7 insertions(+), 1 deletion(-)

diff --git a/darts/tests/utils/historical_forecasts/test_historical_forecasts.py b/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
index 7ace5e0692..0388227a2a 100644
--- a/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
+++ b/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
@@ -134,6 +134,12 @@
         {},
         (6, 2),
     ),
+    (
+        LinearRegressionModel,
+        {"lags": [-3], "lags_past_covariates": 6, "lags_future_covariates": [0, 1]},
+        {},
+        (6, 2),
+    ),
 ]
 
 if TORCH_AVAILABLE:
diff --git a/darts/utils/historical_forecasts/utils.py b/darts/utils/historical_forecasts/utils.py
index 158114946b..fda6bbc501 100644
--- a/darts/utils/historical_forecasts/utils.py
+++ b/darts/utils/historical_forecasts/utils.py
@@ -1022,7 +1022,7 @@ def _get_historical_forecast_boundaries(
         hist_fct_tgt_start += min_target_lag * freq
 
     # target lag has a gap between the max lag and the present
-    if hasattr(model, "lags") and model._get_lags("target"):
+    if hasattr(model, "lags") and model._get_lags("target") and not overlap_end:
         hist_fct_tgt_end += 1 * freq * model._get_lags("target")[-1]
     else:
         hist_fct_tgt_end -= 1 * freq

From 4a3054e2a520724f46c58f62cf5736d41ba5b504 Mon Sep 17 00:00:00 2001
From: authierj <jules.authier@unit8.co>
Date: Wed, 5 Mar 2025 15:02:12 +0100
Subject: [PATCH 08/13] pr corrections

---
 .../test_historical_forecasts.py              |  6 --
 darts/utils/historical_forecasts/utils.py     |  3 +-
 testing2.py                                   | 59 -------------------
 3 files changed, 1 insertion(+), 67 deletions(-)
 delete mode 100644 testing2.py

diff --git a/darts/tests/utils/historical_forecasts/test_historical_forecasts.py b/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
index 0388227a2a..7ace5e0692 100644
--- a/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
+++ b/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
@@ -134,12 +134,6 @@
         {},
         (6, 2),
     ),
-    (
-        LinearRegressionModel,
-        {"lags": [-3], "lags_past_covariates": 6, "lags_future_covariates": [0, 1]},
-        {},
-        (6, 2),
-    ),
 ]
 
 if TORCH_AVAILABLE:
diff --git a/darts/utils/historical_forecasts/utils.py b/darts/utils/historical_forecasts/utils.py
index fda6bbc501..b947a3941f 100644
--- a/darts/utils/historical_forecasts/utils.py
+++ b/darts/utils/historical_forecasts/utils.py
@@ -782,8 +782,7 @@ def _adjust_historical_forecasts_time_index(
     show_warnings: bool,
 ) -> TimeIndex:
     """
-    Shrink the beginning and end of the historical forecasts time index based on the values of `start`,
-    `forecast_horizon` and `overlap_end`.
+    Shrink the beginning and end of the historical forecasts time index based on the value of `start`.
     """
     # retrieve actual start
     # when applicable, shift the start of the forecastable index based on `start`
diff --git a/testing2.py b/testing2.py
deleted file mode 100644
index dc02f9da71..0000000000
--- a/testing2.py
+++ /dev/null
@@ -1,59 +0,0 @@
-from itertools import product
-
-from sklearn.preprocessing import MaxAbsScaler
-
-from darts.dataprocessing.transformers import Scaler
-from darts.models import LinearRegressionModel
-from darts.tests.utils.historical_forecasts.test_historical_forecasts import (
-    TestHistoricalforecast,
-)
-from darts.utils import timeseries_generation as tg
-
-tester = TestHistoricalforecast()
-
-sine_univariate1 = tg.sine_timeseries(length=50) * 2 + 1.5
-sine_univariate2 = tg.sine_timeseries(length=50, value_phase=1.5705) * 5 + 1.5
-sine_univariate3 = tg.sine_timeseries(length=50, value_phase=0.1963125) * -9 + 1.5
-
-params = product(
-    [
-        (
-            {
-                "series": sine_univariate1 - 11,
-            },
-            {"series": Scaler(scaler=MaxAbsScaler())},
-        ),
-        (
-            {
-                "series": sine_univariate3 + 2,
-                "past_covariates": sine_univariate1 * 3 + 3,
-            },
-            {"past_covariates": Scaler()},
-        ),
-        (
-            {
-                "series": sine_univariate3 + 5,
-                "future_covariates": sine_univariate1 * (-4) + 3,
-            },
-            {"future_covariates": Scaler(scaler=MaxAbsScaler())},
-        ),
-        (
-            {
-                "series": sine_univariate3 * 2 + 7,
-                "past_covariates": sine_univariate1 + 2,
-                "future_covariates": sine_univariate2 + 3,
-            },
-            {"series": Scaler(), "past_covariates": Scaler()},
-        ),
-    ],
-    [True, False],  # retrain
-    [True, False],  # last point only
-    [LinearRegressionModel],
-)
-
-i = 0
-
-for param in params:
-    if i == 2 or i == 3:
-        tester.test_historical_forecasts_with_scaler(params=param)
-    i += 1

From a0f9066157302adab2a12f43861f722fbab095b0 Mon Sep 17 00:00:00 2001
From: authierj <jules.authier@unit8.co>
Date: Wed, 5 Mar 2025 15:52:38 +0100
Subject: [PATCH 09/13] changelog updated

---
 CHANGELOG.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index a592e63e5d..6ecd965c5e 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -20,6 +20,7 @@ but cannot always guarantee backwards compatibility. Changes that may **break co
 **Fixed**
 
 - 🔴 / 🟢 Fixed a bug which raised an error when loading torch models that were saved with Darts versions < 0.33.0. This is a breaking change and models saved with version 0.33.0 will not be loadable anymore. [#2692](https://github.com/unit8co/darts/pull/2692) by [Dennis Bader](https://github.com/dennisbader).
+- Fixed a bug where the historical forecast target window was wrong when regression models had discrete lags < -1. [#2715](https://github.com/unit8co/darts/pull/2715) by [Jules Authier](https://github.com/authierj)
 
 **Dependencies**
 

From 132507c9b08092bc929cdc71599a3eb32a3d4b13 Mon Sep 17 00:00:00 2001
From: authierj <jules.authier@unit8.co>
Date: Fri, 7 Mar 2025 14:25:50 +0100
Subject: [PATCH 10/13] comment adpated

---
 darts/utils/historical_forecasts/utils.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/darts/utils/historical_forecasts/utils.py b/darts/utils/historical_forecasts/utils.py
index b947a3941f..ec109adfcb 100644
--- a/darts/utils/historical_forecasts/utils.py
+++ b/darts/utils/historical_forecasts/utils.py
@@ -991,7 +991,7 @@ def _get_historical_forecast_boundaries(
         overlap_end,
     )
 
-    # adjust boundaries based on start, forecast_horizon and overlap_end
+    # adjust boundaries based on start
     historical_forecasts_time_index = _adjust_historical_forecasts_time_index(
         series=series,
         series_idx=series_idx,

From 45288a2cb0e4ad76a7bc789d5f08cbaaabc43cc9 Mon Sep 17 00:00:00 2001
From: dennisbader <dennis.bader@gmx.ch>
Date: Fri, 7 Mar 2025 14:14:47 +0100
Subject: [PATCH 11/13] make optimized hfc work identically as non optimized

---
 .../utils/historical_forecasts/test_historical_forecasts.py  | 5 ++++-
 darts/utils/historical_forecasts/utils.py                    | 2 +-
 2 files changed, 5 insertions(+), 2 deletions(-)

diff --git a/darts/tests/utils/historical_forecasts/test_historical_forecasts.py b/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
index 7ace5e0692..13824cd8fc 100644
--- a/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
+++ b/darts/tests/utils/historical_forecasts/test_historical_forecasts.py
@@ -1250,11 +1250,12 @@ def test_regression_auto_start_multiple_no_cov(self, config):
             [ts_univariate, ts_multivariate],
             models_reg_no_cov_cls_kwargs + models_reg_cov_cls_kwargs,
             [True, False],
+            [True, False],
             [1, 5],
         ),
     )
     def test_optimized_historical_forecasts_regression(self, config):
-        ts, model_config, multi_models, forecast_horizon = config
+        ts, model_config, multi_models, overlap_end, forecast_horizon = config
         # slightly longer to not affect the last predictable timestamp
         ts_covs = self.ts_covs
         start = 14
@@ -1303,6 +1304,7 @@ def test_optimized_historical_forecasts_regression(self, config):
                         last_points_only=last_points_only,
                         stride=stride,
                         forecast_horizon=forecast_horizon,
+                        overlap_end=overlap_end,
                         enable_optimization=False,
                     )
 
@@ -1319,6 +1321,7 @@ def test_optimized_historical_forecasts_regression(self, config):
                         last_points_only=last_points_only,
                         stride=stride,
                         forecast_horizon=forecast_horizon,
+                        overlap_end=overlap_end,
                     )
 
                     self.helper_compare_hf(hist_fct, opti_hist_fct)
diff --git a/darts/utils/historical_forecasts/utils.py b/darts/utils/historical_forecasts/utils.py
index ec109adfcb..6cab1d9840 100644
--- a/darts/utils/historical_forecasts/utils.py
+++ b/darts/utils/historical_forecasts/utils.py
@@ -1021,7 +1021,7 @@ def _get_historical_forecast_boundaries(
         hist_fct_tgt_start += min_target_lag * freq
 
     # target lag has a gap between the max lag and the present
-    if hasattr(model, "lags") and model._get_lags("target") and not overlap_end:
+    if hasattr(model, "lags") and model._get_lags("target"):
         hist_fct_tgt_end += 1 * freq * model._get_lags("target")[-1]
     else:
         hist_fct_tgt_end -= 1 * freq

From 75bc7bb8bf6c910160d4689bf05455f8f513ccf6 Mon Sep 17 00:00:00 2001
From: dennisbader <dennis.bader@gmx.ch>
Date: Fri, 7 Mar 2025 14:52:40 +0100
Subject: [PATCH 12/13] update changelog

---
 CHANGELOG.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index ad7f4fc115..89d279a7be 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -24,6 +24,7 @@ but cannot always guarantee backwards compatibility. Changes that may **break co
 - Fixed a bug where the historical forecast target window was wrong when regression models had discrete lags < -1. [#2715](https://github.com/unit8co/darts/pull/2715) by [Jules Authier](https://github.com/authierj)
 - Fixed a bug in `StaticCovariatesTransformer` which raised an error when trying to inverse transform one-hot encoded categorical static covariates with identical values across time-series. Each categorical static covariates is now referred to by `{covariate_name}_{category_name}`, regardless of the number of categories. [#2710](https://github.com/unit8co/darts/pull/2710) by [Antoine Madrona](https://github.com/madtoinou)
 - Fixed a bug in `13-TFT-examples.ipynb` where two calls to `TimeSeries.from_series()` were not providing `series` but `pd.Index`. The method calls were changed to `TimeSeries.from_values()`. [#2719](https://github.com/unit8co/darts/pull/2719) by [Jules Authier](https://github.com/authierj)
+- Fixed a bug in `RegressionModel` where performing optimized historical forecasts with `max(lags) < -1` resulted in forecasts that extended too far into the future. [#2715](https://github.com/unit8co/darts/pull/2715) by [Jules Authier](https://github.com/authierj)
 
 **Dependencies**
 

From 0d417811d12f4fc28839f3d91eee716c75ab02a0 Mon Sep 17 00:00:00 2001
From: dennisbader <dennis.bader@gmx.ch>
Date: Fri, 7 Mar 2025 14:55:24 +0100
Subject: [PATCH 13/13] update changelog

---
 CHANGELOG.md | 1 -
 1 file changed, 1 deletion(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index 89d279a7be..f8810eea2f 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -21,7 +21,6 @@ but cannot always guarantee backwards compatibility. Changes that may **break co
 **Fixed**
 
 - 🔴 / 🟢 Fixed a bug which raised an error when loading torch models that were saved with Darts versions < 0.33.0. This is a breaking change and models saved with version 0.33.0 will not be loadable anymore. [#2692](https://github.com/unit8co/darts/pull/2692) by [Dennis Bader](https://github.com/dennisbader).
-- Fixed a bug where the historical forecast target window was wrong when regression models had discrete lags < -1. [#2715](https://github.com/unit8co/darts/pull/2715) by [Jules Authier](https://github.com/authierj)
 - Fixed a bug in `StaticCovariatesTransformer` which raised an error when trying to inverse transform one-hot encoded categorical static covariates with identical values across time-series. Each categorical static covariates is now referred to by `{covariate_name}_{category_name}`, regardless of the number of categories. [#2710](https://github.com/unit8co/darts/pull/2710) by [Antoine Madrona](https://github.com/madtoinou)
 - Fixed a bug in `13-TFT-examples.ipynb` where two calls to `TimeSeries.from_series()` were not providing `series` but `pd.Index`. The method calls were changed to `TimeSeries.from_values()`. [#2719](https://github.com/unit8co/darts/pull/2719) by [Jules Authier](https://github.com/authierj)
 - Fixed a bug in `RegressionModel` where performing optimized historical forecasts with `max(lags) < -1` resulted in forecasts that extended too far into the future. [#2715](https://github.com/unit8co/darts/pull/2715) by [Jules Authier](https://github.com/authierj)