sktime: Forecasters to have a default ForecastingHorizon of fh=[1] if fh is not given (None)

Is your feature request related to a problem? Please describe. I would like to propose to have a default 1-step ahead fh for all forecasters. Motivation is, that 1-step ahead forecast is often used and a default would simplify the interface and UX.

Describe the solution you’d like We could just catch cases where fh is None and set it to fh=[1]. We have to see how this works with absolute fh.

forecaster = NaiveForecaster()
forecaster.fit(y)
forecaster.predict()

Martin Walter martin_friedrich.walter@daimler.com, Mercedes-Benz AG on behalf of Daimler TSS GmbH. https://github.com/Daimler/daimler-foss/blob/master/LEGAL_IMPRINT.md