feat: Prophet model

[TremaMiguel]

Describe the changes you've made

Major changes include:

1. Add Prophet Container. link
2. freq parameter in datetime index is not preserved for more than two folds. Thus, store Index.freqstr in setup and convert frequency in data splits. link

Minor changes include:

1. Accept pandas DatetimeIndex as valid time index. link

Type of change

Please delete options that are not relevant.

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Code style update (formatting, local variables)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• This change requires a documentation update

How Has This Been Tested?

No new tests added, change data to timestamp when testing prophet model. link

Checklist:

• My code follows the style guidelines of this project.
• I have performed a self-review of my own code.
• I have commented my code, particularly in hard-to-understand areas.
• I have made corresponding changes to the documentation.
• My changes generate no new warnings.
• I have added tests that prove my fix is effective or that my feature works.
• New and existing unit tests pass locally with my changes.
• Any dependent changes have been merged and published in downstream modules.

[Yard1]

There's a test issue with importing prophet on windows CI, can you check? @TremaMiguel

[Yard1]

Suggestions regarding prophet tune grids

[Yard1]

Just gotta make CI pass

[ngupta23]

Hi @TremaMiguel Will you revert back this change. It should not be needed with if you are converting the datetime_index to period_index to all models in setup and handling Prophet using the wrapper.