FYI: this happens with other algos from sklear too, just abbreviated for the example here.
Also, happens on other data. Just made an example here with M3 data.
Brian Head
10/04/2023, 7:37 PM
After posting this I recalled seeing another thread related to mlforecast forecast_fitted_values. Following the advice in that thread, I upgraded from version 0.9.2 to 0.10.0 and that fixed the issue for me.
Please disregard the post.