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[ENH] skforecast integration #199

@fkiraly

Description

@fkiraly

It would be nice to have an estimator level integration with detectors in the skforecast package.
https://github.com/skforecast/skforecast

This would require:

  • a BaseExperiment descendant class SkforecastExperiment which carries out a backtesting experiment for time series forecasters. This can lean on SktimeForecastingExperiment. Also see the extension template https://github.com/SimonBlanke/Hyperactive/blob/main/extension_templates/experiments.py
  • a SkforecastOptCv class inheriting from skforecast BaseEstimator similar to the other classes in hyperactive.integrations. Internally, it uses the SkforecastExperiment

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