[BUG] FourierFeatures with pd.DatetimeIndex

[eenticott-shell]

Describe the bug
When using data with a pd.DatetimeIndex in the FourierFeatures transformer, it gets converted into nanoseconds. This means you have to specify all of your sp in terms of nanoseconds which is not clear.

To Reproduce

from sktime.datasets import load_airline
from sktime.transformations.series.fourier import FourierFeatures
from sktime.utils.plotting import plot_series

df = load_airline()
df.index = df.index.to_timestamp(freq="M")
from sktime.transformations.series.fourier import FourierFeatures
F_transform = FourierFeatures(sp_list = [12], fourier_terms_list=[2]) # should be yearly
sp1 = F_transform.fit_transform(df)

# Convert seasonality to nanoseconds to get correct result
F_transform = FourierFeatures(sp_list = [12*30*24*3600000000000], fourier_terms_list=[2])
sp2 = F_transform.fit_transform(df)

plot_series(sp1["sin_12_1"], sp2["sin_31104000000000000_1"])

Expected behavior
Would expect it to work from the frequency of the index in the DatetimeIndex case.

Additional context
Have added functionality for the expected behaviour in #3606.

[ltsaprounis]

Thanks for spotting this @eenticott-shell.
This is indeed an annoying bug!

On a side note @fkiraly, isn't the "enforce_index_type" tag, supposed to enforce the index type?
Cause it looks like although in the tags we have "enforce_index_type": [pd.PeriodIndex] an evil pd.Datatime index manages to wiggle its way into _fit and _predict 😮.

FYI - @topher-lo and @danbartl for our discussion on enforcing index types earlier.

[fkiraly]

@ltsaprounis, the enforce_index_type is coming from ancient code that was refactored into the tag system to have 1:1 logic parity.

It does not coerce (which it probably should, from a design perspective) but instead acts as a "pass list": the boilerplate is supposed to raise an exception for index types not on the pass list - at least this is my understanding and what the contract description in the extension template says.

If it lets other things pass (that are not subtypes), the actual logic does not agree with the contract, and it would be a bug.

[fkiraly]

This means you have to specify all of your sp in terms of nanoseconds which is not clear.

All is quantum physics

[ltsaprounis]

OK - we have ourselves a bug then!

[fkiraly]

🐛 😱