Add expanding window splitter

[koralturkk]

Reference Issues/PRs

Feature #552

What does this implement/fix? Explain your changes.

It adds a functionality crossvalidate models with an expanding window.

Does your contribution introduce a new dependency? If yes, which one?

No, it does not.

What should a reviewer concentrate their feedback on?

Still in debugging

Any other comments?

PR checklist

For all contributions

• I've added myself to the list of contributors.
• Optionally, I've updated sktime's CODEOWNERS to receive notifications about future changes to these files.
• I've added unit tests and made sure they pass locally.

For new estimators

• I've added the estimator to the online documentation.
• I've updated the existing example notebooks or provided a new one to showcase how my estimator works.

[mloning]

Thanks @koralturkk - looks all good to me, very clean code!

Could we add a simple unit test to make sure it's behaving as expected?

[koralturkk]

@mloning Yes, I was thinking of doing that, I still need to check the existing unit tests which are being used on other splitters. I will be updating the PR when the unit tests are also implemented.

[mloning]

Great - thanks @koralturkk!

[koralturkk]

Hi @mloning, I have added a notebook example and unit tests, I would appreciate if you take a look and let me know if you want to add more.

[mloning]

Thanks @koralturkk - looks all good to me! Very clean code, great work!

I started playing around with the notebook and made some minor changes, mostly formatting and style.

Will leave this PR open a bit longer and merge later today or in the next few days!

[mloning]

Thanks again @koralturkk - now merging!