def METHOD_NAME(self, y, X=None):
    """Fit the ensemble.
    This makes predictions with individual forecasters and compares the
    results to actual values. This is then used to update ensemble
    weights.
    Parameters
    ----------
    y : pd.Series
        Target time series to which to fit the forecaster.
    X : pd.DataFrame, optional (default=None)
        Exogenous variables are ignored
    """
    fh = np.arange(len(y)) + 1
    estimator_predictions = np.column_stack(self._predict_forecasters(fh, X))
    y = np.array(y)
    self.ensemble_algorithm.update(estimator_predictions.T, y)