PR pytest

[ENH] Working draft PR for forecasting #6208

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Run time

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Job	Run time
codecov	0s
test-no-soft-deps	8m 33s
pytest (ubuntu-22.04, 3.9, true)	10m 23s
pytest (ubuntu-22.04, 3.11, true)	8m 26s
pytest (ubuntu-22.04, 3.12, true)	4m 57s
pytest (macOS-14, 3.9, true)	4m 15s
pytest (macOS-14, 3.11, true)	3m 46s
pytest (macOS-14, 3.12, true)	3m 29s
pytest (windows-2022, 3.9, true)	9m 36s
pytest (windows-2022, 3.11, true)	11m 26s
pytest (windows-2022, 3.12, true)	5m 6s
	1h 9m 57s