Thank you for your answer. I guess what puzzles me is that future covariates are not used in the end. If I want to issue a forecast for an horizon = output window, darts' NBEATS does not need the value of the covariates over the output window. As you say, you can pass the future values and Darts won't complain, but the values are not used. (However, as you clearly explain in your post, if horizon > output window, you need to pass future value, which makes sense). For 'synchronous' target and covariate series (ex sales and holidays), this seems problematic to me. Anyways, don't mean to bug you as you've been very kind already! I'll keep looking into it. Thanks again!