def METHOD_NAME(self, y, X, fh):
    """Fit to training data.
    Parameters
    ----------
    y : pd.Series
        Target time series with which to fit the forecaster.
    fh : int, list or np.array, optional (default=None)
        The forecast horizon with the steps ahead to predict.
    X : pd.DataFrame, optional (default=None)
        Exogenous variables are ignored
    Returns
    -------
    self : returns an instance of self.
    """
    y, X = _adapt_y_X(y, X)
    self.model_ = clone(self.model)
    self.model_.fit(X, y)
    return self