tavlox

This is the data if someones tries to reproduce the result [ELES-MAS-5001.csv.gz](https://github.com/JoaquinAmatRodrigo/skforecast/files/12646810/ELES-MAS-5001.csv.gz)

It still appears the same issue, even when I use for example separated train set, without using loc so len(train_set).