To make more clear and clean the __init__ of the ArimaContainer, is it possible to decompose this process into methods that get called in the __init__ ?. For example return_order_related_params can be a method of this class called during init

class ArimaContainer(TimeSeriesContainer):

    def __init__():
          ....
         self.return_order_related_params()

    def return_order_related_params(self):

Same here, it is not easy to follow the __init__ method, maybe for all classes could go methods like get_tune_grid and get_tune_distributions

maybe these methods get_tune_grid and get_tune_distributions can be a part of the parent class TimeSeriesExperiment, we can actually force each container to have this method trough an abstractmethod.

I like the idea. Currently, I was just following the approach that already existed in other modules, but this modularization is definitely something that I would like to have as well. Since it can potentially be leveraged by other tasks as well (regression, classification, etc.), lets quickly discuss with @Yard1 before making this change. I will open a Issue for this so we keep track of it,

great, thanks Nikhil.