def _set_fold_generator(self) -> "TSForecastingExperiment":
    """Sets up the cross-validation fold generator for the training dataset."""
    possible_time_series_fold_strategies = ["expanding", "sliding", "rolling"]

    if not (
        self.fold_strategy in possible_time_series_fold_strategies
        or is_sklearn_cv_generator(self.fold_strategy)
    ):
        raise TypeError(
            "fold_strategy parameter must be either a sktime compatible CV generator "
            f"object or one of '{', '.join(possible_time_series_fold_strategies)}'."
        )

    if self.fold_strategy in possible_time_series_fold_strategies:
        # Number of folds
        self.fold_param = self.fold
        self.fold_generator = self.get_fold_generator(fold=self.fold_param)
    else:
        self.fold_generator = self.fold_strategy
        self.fold_param = self.fold_generator.get_n_splits(y=self.y_train)

    return self

    if self.fold_strategy in possible_time_series_fold_strategies:
        # Calculate the fold_param based on splits
        self.fold_generator = self.get_fold_generator(fold=self.fold)
        self.fold_param = (
            self.fold_generator.get_n_splits(y=self.y_train)
            if hasattr(self.fold_generator, 'get_n_splits') else None  
        )

# !pip install pycaret==3.0.0rc3

import numpy as np
from pycaret.time_series import TSForecastingExperiment
from pycaret.datasets import get_data
from sktime.forecasting.model_selection import ExpandingWindowSplitter

y = get_data(114, folder="time_series/seasonal", verbose=False)
cv = ExpandingWindowSplitter(fh=np.arange(1, 13), initial_window=24, step_length=4)
exp = TSForecastingExperiment()
exp.setup(y, fh=12, fold_strategy=cv)

# Validate fold
        if not isinstance(fold, int):
            raise TypeError(
                f"The 'fold' parameter must be an integer. You provided: {type(fold).__name__}. "
                "If you intended to use a custom cross-validation object such as SlidingWindowSplitter or "
                "ExpandingWindowSplitter, please pass it to the 'fold_strategy' parameter instead. "
                "The 'fold' parameter is ignored when 'fold_strategy' is a custom CV object."
            )