Related Issuse or bug

[#1078 ]

Describe the changes you've made

Major changes include:

• Include sktime splitters ExpandingWindowSplitter and SlidingWindowSplitter. link
• User can define fh (forecast horizon) and cv strategy through fold_strategy parameter. Available options for the user are:
  • 'expandingwindow'
  • 'slidingwindow'
  • 'timeseries'
  • a custom CV generator object compatible with scikit-learn.

Minor changes include:

• Validate that generated folds do not exceed data points. #L1188, #L1917

Type of change

Please delete options that are not relevant.

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Code style update (formatting, local variables)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• This change requires a documentation update

How Has This Been Tested?

File test_time_series_splitters.py tests the following:

• Splitters are correctly initialized given the parameters that the user pass through the setup() function. link
• ValueError raises if there are not enought data points to generate folds. link

Describe if there is any unusual behaviour of your code(Write NA if there isn't)

A clear and concise description of it.

Checklist:

• My code follows the style guidelines of this project.
• I have performed a self-review of my own code.
• I have commented my code, particularly in hard-to-understand areas.
• I have made corresponding changes to the documentation.
• My changes generate no new warnings.
• I have added tests that prove my fix is effective or that my feature works.
• New and existing unit tests pass locally with my changes.
• Any dependent changes have been merged and published in downstream modules.