Each estimator should have an example in its docstring.

This example should cover basic usage, and possiblly advanced cases.

The recipe for adding examples is:

• add an example section in numpydoc stype
• use as template for a simple example: NaiveForecaster
• use as template for complex/multiple examples: ForecastingGridSearchCV (search in code base)
• if the estimator relies on a soft dependency, ensure to use doctest skip to avoid import if the dependency is not present. Use as template for an example with soft dependency: ARIMA

To pick this up, post an estimator here that you are working on, to avoid double work, and make a PR.