[ENH] First PR for forecasting module

aeon/forecasting/__init__.py

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+"""Forecasters."""
+
+__all__ = [
+    "DummyForecaster",
+    "BaseForecaster",
+    "RegressionForecaster",
+    "ETSForecaster",
+]
+
+from aeon.forecasting._dummy import DummyForecaster
+from aeon.forecasting._ets import ETSForecaster
+from aeon.forecasting._regression import RegressionForecaster
+from aeon.forecasting.base import BaseForecaster

aeon/forecasting/_dummy.py

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+"""DummyForecaster always predicts the last value seen in training."""
+
+from aeon.forecasting.base import BaseForecaster
+
+
+class DummyForecaster(BaseForecaster):
+    """Dummy forecaster always predicts the last value seen in training."""
+
+    def __init__(self):
+        """Initialize DummyForecaster."""
+        self.last_value_ = None
+        super().__init__(horizon=1, axis=1)
+
+    def _fit(self, y, exog=None):
+        """Fit dummy forecaster."""
+        y = y.squeeze()
+        self.last_value_ = y[-1]
+        return self
+
+    def _predict(self, y=None, exog=None):
+        """Predict using dummy forecaster."""
+        return self.last_value_
+
+    def _forecast(self, y, exog=None):
+        """Forecast using dummy forecaster."""
+        y = y.squeeze()
+        return y[-1]