We need to slowly re-factor all forecasters to be compliant with the new interface (see PR #912). i.e., no overrides of fit etc and descendant classes only implementing core logic, while the BaseForecaster implements check etc logic.

Currently this is running due to various downwards compatibility workarounds, which should be removed once all forecasters are ready (in "no-override" state)

The forecasters that still need a downstream refactor are:

• NaiveForecasters Exemplary concrete estimator refactor post interface refactor, of NaiveForecaster #953
• EnsembleForecaster Refactoring Stacking, Multiplexer, Ensembler and TransformedTarget Forecasters #977
• MultiplexForecaster Refactoring Stacking, Multiplexer, Ensembler and TransformedTarget Forecasters #977
• TransformedTargetForecaster Refactoring Stacking, Multiplexer, Ensembler and TransformedTarget Forecasters #977
• _Reducer and related code Refactor reducer #1031
• StackingForecaster Refactoring Stacking, Multiplexer, Ensembler and TransformedTarget Forecasters #977
• ForecastingGridSearchCV, RandomizedGridSearchCV, and BaseGridSearch Forecasters re-factoring: BaseGridSearch, ForecastingGridSearchCV, ForecastingRandomizedSearchCV #1034
• OnlineEnsembleForecaster and descendants Refactors ensembler, online-ensembler-forecaster and descendants #1015
• _PmdArimaAdapter and descendants ARIMA, AutoARIMA refactors PmdArimaAdapter #1016 - adapter only
• BATS, TBATS, and _Tbatsadapter Refactors TbatAdapter #1017 adapter only
• _StatsModelAdapter and descendants AutoETS, ExponentialSmoothing, ThetaForecaster refactors statsmodels and theta forecaster #1029
• HCrystalBallForecaster refactors HCrystallBall Forecaster #1004
• Prophet and _ProphetAdapter Refactor Prophet #1005
• PolynomialTrendForecaster Refactors polynomial trend forecaster #1003

For a how-to, useful resources are the forecaster extension template in extension_templates and PR #953 as an example for NaiveForecaster.

Based on discussions, we need to do the following two things in a capstone refactor that removes the last traces of the workarounds and goes over the above for consistency:

• remove the _SktimeForecaster and mixins for good
• go through all forecasters and check the tags for correctness