File "/Library/Frameworks/Python.framework/Versions/3.11/lib/python3.11/site-packages/sktime/transformations/base.py", line 943, in _check_X_y
    raise TypeError("X " + msg_invalid_input)
TypeError: X must be in an sktime compatible format, of scitype Series, Panel or Hierarchical, for instance a pandas.DataFrame with sktime compatible time indices, or with MultiIndex and last(-1) level an sktime compatible time index. Allowed compatible mtype format specifications are: ['pd.Series', 'pd.DataFrame', 'np.ndarray', 'nested_univ', 'numpy3D', 'pd-multiindex', 'df-list', 'pd_multiindex_hier'] . See the data format tutorial examples/AA_datatypes_and_datasets.ipynb. If you think the data is already in an sktime supported input format, run sktime.datatypes.check_raise(data, mtype) to diagnose the error, where mtype is the string of the type specification you want. Error message for checked mtypes, in format [mtype: message], as follows: [pd.DataFrame: X must have unique column indices, but found Index(['0__0', '0__1', '0__2', '0__3', '0__4', '0__5', '0__6', '0__7', '0__8',
       '0__9', '0__10', '0__11', '0__12', '0__13', '0__14', '0__15', '0__16',
       '0__17', '0__18', '0__19', '0__0', '0__1', '0__2', '0__3', '0__4',
       '0__5', '0__6', '0__7', '0__8', '0__9', '0__10', '0__11', '0__12',
       '0__13', '0__14', '0__15', '0__16', '0__17', '0__18', '0__19', '0__0',
       '0__1', '0__2', '0__3', '0__4', '0__5', '0__6', '0__7', '0__8', '0__9',
       '0__10', '0__11', '0__12', '0__13', '0__14', '0__15', '0__16', '0__17',
       '0__18', '0__19'],
      dtype='object')]  [pd.Series: X must be a pandas.Series, found <class 'pandas.core.frame.DataFrame'>]  [np.ndarray: X must be a numpy.ndarray, found <class 'pandas.core.frame.DataFrame'>]  [df-list: X must be list of pd.DataFrame, found <class 'pandas.core.frame.DataFrame'>]  [numpy3D: X must be a numpy.ndarray, found <class 'pandas.core.frame.DataFrame'>]  [pd-multiindex: X must have a MultiIndex, found <class 'pandas.core.indexes.range.RangeIndex'>]  [nested_univ: X All columns must be object, found <class 'pandas.core.frame.DataFrame'>]  [pd_multiindex_hier: X must have a MultiIndex, found <class 'pandas.core.indexes.range.RangeIndex'>] 