mrseql 0.0.4 fails sktime interface conformace tests

[fkiraly]

The new release from Aug 2 fails the sktime interface conformance tests!

See example failures here:

https://github.com/sktime/sktime/actions/runs/10221468849/job/28284128036

I would suggest to have a CI element that runs check_estimator on the sktime interface, in this repository, happy to help out with this.

(example how this could look like: felipeangelimvieira/prophetverse#94)

For now, we can solve the issue by restricting the MrSEQL version, here: sktime/sktime#6879

Though this does not solve the underlying issue.