diff --git a/src/hcrystalball/wrappers/_sklearn.py b/src/hcrystalball/wrappers/_sklearn.py
index d885b22..6d093a4 100644
--- a/src/hcrystalball/wrappers/_sklearn.py
+++ b/src/hcrystalball/wrappers/_sklearn.py
@@ -116,7 +116,11 @@ def _predict(self, X):
         pandas.DataFrame
             Prediction is stored in column with name being the `name` of the wrapper.
         """
-        X_fit, y_fit = self._transform_data_to_tsmodel_input_format(self._X, self._y, len(X))
+        if self.optimize_for_horizon:
+            lenX=len(X)
+        else:
+            lenX=0
+        X_fit, y_fit = self._transform_data_to_tsmodel_input_format(self._X, self._y, lenX)
         self.model = (
             self.model.fit(X_fit, y_fit, **self.fit_params)
             if self.fit_params