[BUG] NaiveEnsemble not fitting with future_covariates

[leemstirling]

Describe the bug
Fitting a standalone ARIMA model with covariates works but when the ARIMA model is part of a NaiveEnsemble is does not work.

To Reproduce

>>> from darts.utils.timeseries_generation import gaussian_timeseries
>>> from darts.utils.timeseries_generation import sine_timeseries
>>> FORECAST_LENGTH = 30

>>> # toy timeseries
>>> ts = gaussian_timeseries(mean=100, std=15, start=pd.Timestamp('2021-01-01'), length=365)

>>> # toy covariate
>>> covariates = sine_timeseries(start=ts.start_time(), length=365+FORECAST_LENGTH, value_y_offset=100, value_frequency=0.1)

>>> # fit standalone ARIMA model
>>> arima_model = ARIMA(p=1, q=1, d=1, random_state=1255)
>>> arima_model.supports_future_covariates
True
>>> arima_model.fit(ts, future_covariates=covariates)
>>> arima_preds = arima_model.predict(FORECAST_LENGTH, future_covariates=covariates)

>>> # fit ARIMA model as part of a NaiveEnsemble
>>> models = [
    ARIMA(p=1, q=1, d=1, random_state=1255),
    NaiveDrift(),
]

>>> ensemble_model = NaiveEnsembleModel(models=models)
>>> ensemble_model.supports_future_covariates
True
>>> ensemble_model.fit(ts, future_covariates=covariates)
>>> ensemble_model_preds = ensemble_model.predict(FORECAST_LENGTH, future_covariates=covariates)
ERROR:main_logger:ValueError: The model has been trained without `future_covariates` variable, but the `future_covariates` parameter provided to `predict()` is not None.

Expected behavior
ensemble_model.predict(30, future_covariates=covariates) should return the average values for the separately fit NaiveDrift and ARIMA models. Instead it throws an error, claiming that the ensemble_model was fit without future_covariates (when it actually was).

System:

• Python version: 3.11
• darts version: 0.24.0

Additional context
Currently working around this by creating a NaiveEnsemble of models that don't use future_covariates and separate, individual models for those that do use future_covariates. I then reconstitute the average of all models with a few extra lines of code. Would be great to know whether this can be fixed (or if this isn't possible and I've misunderstood the NaiveEnsemble's capability 🤣).

[dennisbader]

Hi @leemstirling, and thanks for writing. We recently fixed this in #1745 and will be part of the next darts release.