Feat/Pass kwargs to the underlying models fit functions #5080

Job	Run time
tests (macos-13, 3.9, all)	32m 37s
check-examples (03-FFT-examples.ipynb)	3m 23s
tests (ubuntu-latest, 3.9, all)	31m 34s
check-examples (04-RNN-examples.ipynb)	18m 50s
check-examples (00-quickstart.ipynb)	8m 30s
check-examples (02-data-processing.ipynb)	3m 40s
check-examples (01-multi-time-series-and-covariates.ipynb)	6m 54s
docs	8m 29s
lint	36s
	1h 54m 33s

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