def _fit(self, y, exog=None):
        """Fit forecaster to time series.

        Split X into windows of length window and train the forecaster on each window
        to predict the horizon ahead.

        Parameters
        ----------
        X : Time series on which to learn a forecaster

        Returns
        -------
        self
            Fitted estimator
        """

def _predict(self, y=None, exog=None):
        """Predict values for time series X."""
  
def _forecast(self, y, exog=None):
        """Forecast values for time series X.

        NOTE: deal with horizons
        """