Determine design for base estimator.

[RNKuhns]

It would be useful to think through whether it makes sense to include a base fittable estimator that inherits from BaseObject.

If this is decided upon, A key design point is whether to include a single BaseEstimator, or also try and add a BaseSklearnEstimator that inherits from BaseObject and also passes the sklearn user function for checking estimators (check_is_estimator?) and entirely adheres to their API.

[RNKuhns]

Since the estimators would likely require (definately in sktime case) definition of the input/output format that is likely best left in a downstream package.

This is still a good thing to include in the docs -- how can you create your package's BaseEstimator when inheriting from BaseObject.