[ENH] Add SARIMA forecaster

[TonyBagnall]

credited to @GiGiKoneti, done this way so I can benchmark and test it. Still wip

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[GiGiKoneti]

Adding fn_id == 2 here conflicts with the existing unit test test_dispatch_loss_unknown_id_raises in aeon/forecasting/utils/tests/test_utils.py, which still expects 2 to be an unknown ID.

Since 2 is now mapped here, calling dispatch_loss(2, ...) in that test attempts to run _sarima_fit with an incompatible mock model array, causing an out-of-bounds access in Numba that segfaults the test runner on macOS and Linux.

We should update test_dispatch_loss_unknown_id_raises in aeon/forecasting/utils/tests/test_utils.py to use 3 instead:

def test_dispatch_loss_unknown_id_raises():
    """An unknown loss function id raises a ValueError."""
    with pytest.raises(ValueError):
        dispatch_loss(
            3,
            np.array([0.5]),
            np.arange(10.0),
            np.array([1, 0, 0, 1], dtype=np.int32),
        )

[TonyBagnall]

yes seems correct, want to correct it?

[GiGiKoneti]

Hi @TonyBagnall, I've opened #3629 targeting your branch with the test fix.

[TonyBagnall]

unrelated fail, rerunning