Fixes bug when using historical forecast with discrete lags < -1

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

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`
@@ -1020,7 +1019,13 @@ 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
-    hist_fct_tgt_end -= 1 * 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:
+        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: