def fit(self, X, y=None):
        '''
        Fit the transform. Does nothing, for compatibility with sklearn API.

        Parameters
        ----------
        X : array-like, shape [n_series, ...]
            Time series data and (optionally) contextual data
        y : None
            There is no need of a target in a transformer, yet the pipeline API requires this
            parameter.

        Returns
        -------
        self : object
            Returns self.
        '''
        self._check_data(X)
        if not X[0].ndim >= 2:
            raise ValueError("X input must be 2 dim array or greater")
        return self
Fit the transform. Does nothing, for compatibility with sklearn API.

        Parameters
        ----------
        X : array-like, shape [n_series, ...]
            Time series data and (optionally) contextual data
        y : None
            There is no need of a target in a transformer, yet the pipeline API requires this
            parameter.

        Returns
        -------
        self : object
            Returns self.