TST add test to check max_delay nan can split two time series

[MatthewSZhang]

Checklist

• Used a personal fork to propose changes
• A reference to a related issue: TST check if injecting max_delay number of nan can split two measurement sessions for NARX #109
• A description of the changes: add test for narx model

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 100.00%. Comparing base (84b2f83) to head (b9b7d1b).
⚠️ Report is 64 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff            @@
##              main      #110   +/-   ##
=========================================
  Coverage   100.00%   100.00%           
=========================================
  Files            6         6           
  Lines          603       612    +9     
=========================================
+ Hits           603       612    +9     

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