[ENH] add ExpandingWindowSplitter as default cv in BaseForecaster.update_predict
#2679
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fkiraly
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module:forecasting
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This PR adds
ExpandingWindowSplitter, with default parameters, as default cv inBaseForecaster.update_predict.This results in
update_predictupdating and forecasting individual data points, successively, if nocvargument is specified.This is, in my opinion, arguably the most sensible default, since other choices would be arbitrary.