[WIP] [ENH] Add timeseries integration test for various models

[jobs-git]

Add timeseries integration test for various models

[fkiraly]

This is nice, thanks!!

One change request, could you kindly add it instead to the class named TestAllPtForecasters as a new test?

To loop over all classes like you are doing, use the object_class fixture, like in test_doctest_examples - this will take values of the models.

(not all are retieved at the moment, they require a metadata class like DeepARMetadata - but adding more metadata records would also be a nice contribution later)

[fkiraly]

(also, code formatting fails - I suggest to set up pre-commit locally - works like this https://www.sktime.net/en/stable/developer_guide/coding_standards.html)