Making this code base scikit-learn-compatible

[sbuse]

Hello @chasmani
I came across this repo while working on some time series problems. I was looking for a piecewise linear time series forecaster but there seems to be nothing like that can be used directly. I'm using sktime and they have a nice wrapper for all regressors that are sklearn compatible. If this would be the case one could use your code to do time series forecasting in the following way.

from sktime.forecasting.trend import TrendForecaster
from sktime.datasets import load_airline
import piecewise_regression

y = load_airline()
forecaster = TrendForecaster(regressor=piecewise_regression())
forecaster.fit(y)
y_pred = forecaster.predict(fh=[1,2,3]) 

I'm not sure how much effort it would be but would that be something interesting? It would make the code directly usable.