[MNT] address pd.DataFrame.groupby(axis=1) deprecatio in `EnsembleF…

…orecaster` (#5707)

Fixes #5701

Changes accommodate deprecation of `pandas.DataFrame.groupby(axis=1)`
introduced in pandas 2.1.0.

References: 

-
https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.groupby.html
and
https://github.com/pandas-dev/pandas/blob/d711b1d2ff9ee2c3faf0e118535d3d6218886a9d/pandas/core/frame.py#L9105-L9111

sktime/forecasting/compose/_ensemble.py

@@ -364,8 +364,14 @@ def _predict(self, fh, X):
         """
         names, _ = self._check_forecasters()
         y_pred = pd.concat(self._predict_forecasters(fh, X), axis=1, keys=names)
-        y_pred = y_pred.groupby(level=1, axis=1).agg(
-            _aggregate, self.aggfunc, self.weights
+        y_pred = (
+            y_pred.T.groupby(level=1)
+            .agg(
+                lambda y, aggfunc, weights: _aggregate(y.T, aggfunc, weights),
+                self.aggfunc,
+                self.weights,
+            )
+            .T
         )
         return y_pred