Add get_prediction_intervals() at the pipeline level

[christopherbunn]

Resolves #4060

Adds get_prediction_intervals() at the pipeline level, which runs inverse_transform() before returning results.

[codecov]

Codecov Report

Merging #4052 (8640605) into main (4c0ec4d) will increase coverage by 0.1%.
The diff coverage is 100.0%.

@@           Coverage Diff           @@
##            main   #4052     +/-   ##
=======================================
+ Coverage   99.7%   99.7%   +0.1%     
=======================================
  Files        349     349             
  Lines      37476   37514     +38     
=======================================
+ Hits       37358   37396     +38     
  Misses       118     118             

Impacted Files	Coverage Δ
...omponents/estimators/regressors/arima_regressor.py	100.0% <ø> (ø)
...tors/regressors/exponential_smoothing_regressor.py	100.0% <ø> (ø)
...ponents/estimators/regressors/prophet_regressor.py	100.0% <ø> (ø)
...ponents/estimators/regressors/xgboost_regressor.py	100.0% <ø> (ø)
...valml/pipelines/components/estimators/estimator.py	100.0% <100.0%> (ø)
...s/components/estimators/regressors/et_regressor.py	100.0% <100.0%> (ø)
...s/components/estimators/regressors/rf_regressor.py	100.0% <100.0%> (ø)
...valml/pipelines/time_series_regression_pipeline.py	100.0% <100.0%> (ø)
.../tests/pipeline_tests/test_time_series_pipeline.py	100.0% <100.0%> (ø)

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[christopherbunn]

Some considerations while reviewing:

[christopherbunn]

I ended up having to set the random_state here to the random_seed, otherwise we would not get deterministic results. I wonder if this needs to be updated for all of the sktime-based estimators?

[jeremyliweishih]

would be good to file!

[christopherbunn]

These are the estimators where we currently can't use the recomposed predictions to calculate the prediction intervals.

[jeremyliweishih]

LGTM just a couple small fixes. We should also file an issue to update the user guide to use the pipeline level implementation since its more convinient!

[christopherbunn]

@jeremyliweishih Updated the timeseries docs to use the pipeline implementation!

[chukarsten]

Nice work!