fix index generation for optimized hist fc with regression models #5349

Job	Run time
tests (macos-13, 3.10, all)	34m 35s
lint	25s
tests (ubuntu-latest, 3.10, all)	25m 54s
check-examples (03-FFT-examples.ipynb)	3m 10s
docs	7m 37s
check-examples (04-RNN-examples.ipynb)	6m 59s
check-examples (00-quickstart.ipynb)	8m 14s
check-examples (02-data-processing.ipynb)	3m 24s
check-examples (01-multi-time-series-and-covariates.ipynb)	5m 52s
	1h 36m 10s

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