Is your feature request related to a problem? Please describe.
Make code formatting consistent by using black.

Describe the solution you'd like
There are several formatting standards across the sktime codebase. This means we can't use automatic code formatters without making more changes than intended. black is a popular formatter that is used by an increasing number of projects including pandas. It enforces a strict subset of PEP8 standards easily and automatically.

As well as being a simple command-line tool, it can be integrated into several IDEs giving developers lots of flexibility. It can also be made into a git web hook or a unit test that will force contributors to make their code black-compliant to pass the regression tests (here's an example from a side project of mine).