[BUG] Fix AutoEnsembleForecaster inverse variance bug

[AnH0ang]

Reference Issues/PRs

Fixes #3199

What does this implement/fix? Explain your changes.

Fix the error described in #3199 that occurred in AutoEnsembleForecaster when method="inverse-variance" was used. This was caused by passing X instead of X_test to the internal forecasters when making predictions in fit method. This has been fixed. In addition, tests for the AutoEnsembleForecaster have been added.

Does your contribution introduce a new dependency? If yes, which one?

No

What should a reviewer concentrate their feedback on?

Any other comments?

No

PR checklist

For all contributions

• I've added myself to the list of contributors.
• Optionally, I've updated sktime's CODEOWNERS to receive notifications about future changes to these files.
• I've added unit tests and made sure they pass locally.
• The PR title starts with either [ENH], [MNT], [DOC], or [BUG] indicating whether the PR topic is related to enhancement, maintenance, documentation, or bug.

For new estimators

• I've added the estimator to the online documentation.
• I've updated the existing example notebooks or provided a new one to showcase how my estimator works.

[fkiraly]

Looks like it works! Thanks, @AnH0ang!