fix index generation for optimized hist fc with regression models (#2623

)

* fix index generation for optimized hist fc with regression models

* update changelog

CHANGELOG.md

@@ -21,6 +21,7 @@ but cannot always guarantee backwards compatibility. Changes that may **break co
 - Fixed a bug which raised an error when computing residuals (or backtest with "per time step" metrics) on multiple series with corresponding historical forecasts of different lengths. [#2604](https://github.com/unit8co/darts/pull/2604) by [Dennis Bader](https://github.com/dennisbader).
 - Fixed a bug when using `darts.utils.data.tabularization.create_lagged_component_names()` with target `lags=None`, that did not return any lagged target label component names. [#2576](https://github.com/unit8co/darts/pull/2576) by [Dennis Bader](https://github.com/dennisbader).
 - Fixed a bug when using `num_samples > 1` with a deterministic regression model and the optimized `historical_forecasts()` method, an exception was not raised. [#2576](https://github.com/unit8co/darts/pull/2588) by [Antoine Madrona](https://github.com/madtoinou).
+- Fixed a bug when performing optimized historical forecasts with `RegressionModel` and `last_points_only=False`, where the forecast index generation could result in out-of-bound dates. [#2623](https://github.com/unit8co/darts/pull/2623) by [Dennis Bader](https://github.com/dennisbader).
 
 **Dependencies**
 

darts/utils/historical_forecasts/optimized_historical_forecasts_regression.py

@@ -342,7 +342,7 @@ def _optimized_historical_forecasts_all_points(
         # TODO: check if faster to create in the loop
         new_times = generate_index(
             start=hist_fct_start + model.output_chunk_shift * series_.freq,
-            length=forecast_horizon * stride * forecast.shape[0],
+            length=forecast_horizon + (forecast.shape[0] - 1) * stride,
             freq=freq,
             name=series_.time_index.name,
         )