Feat/scalar with window

[madtoinou]

Checklist before merging this PR:

• [x] Mentioned all issues that this PR fixes or addresses.
• [x] Summarized the updates of this PR under Summary.
• [x] Added an entry under Unreleased in the Changelog.

Fixes #1540.

Summary

• Possibility to pass Scaler/Pipeline to historical_forecasts(), backtest() and gridsearch() to avoid data-leakage
  • When enable_optimization=True, the Pipeline must already be fitted (when applicable), all the series are transformed in one pass
  • Pipeline are systematically fitted and applied to the series between each forecast horizon (regardless of the retrain parameter value)

Other Information

The input series to these methods must always be "un-processed" when providing data_transformers in order to avoid "double scaling" of the series.

This PR is based on #2021.