fix for sktime 0.15.0

[ngupta23]

Related Issue or bug

• Fix for deprecations in sktime 0.15.0
• Pinned sklearn due to API changes in 1.2.0 (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?

Existing unit tests to pass

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.

[ngupta23]

@Yard1 The failing test is due to Intelex (which I believe you mentioned will be fixed by them). The rest of the tests are passing.