[ENH] extend `sktime` `ForecastingOptCV` with broadcasting options and returned parameters

[fkiraly]

The sktime ForecastingOptCV provides basic tuning abilities, but is lacking some parameters that sktime native tuners have, e.g., ForecastingGridSearchCV.

These should be added:

• tune_by_instance and tune_by_variable parameters
• attributes returned such as refit_time_ etc, although it needs to be checked what can be easily added, and what may require the optimizers to return more metadata

[anirudhsengar]

Hi @fkiraly, I would like to be assigned this issue!

[fkiraly]

sure! FYI, once done, the docstring should also be updated in sktime.

[anirudhsengar]

Alright sure @fkiraly, I will continue with that once #205 has been merged!