def METHOD_NAME(self) -> pd.DataFrame:
    return pd.DataFrame(
        data={
            **{
                "ds": pd.period_range(
                    start=self.start,
                    periods=self.train_length,
                    freq=self.start.freq,
                ).to_timestamp(),
                "y": self.target,
            },
            **{
                feat_name(i): feature[: self.train_length]
                for i, feature in enumerate(self.feat_dynamic_real)
            },
        }
    )