if len(X.shape) == 2:
warnings.warn("2-Dimensional data passed. Assuming these are "
"{} 1-dimensional timeseries".format(X.shape[0]))
X = X.reshape((X.shape) + (1,))
_, sz, d = X.shape
sklearn_X = _prepare_ts_datasets_sklearn(X)
After Change
def fit(self, X, y, sample_weight=None):
X = check_array(X, allow_nd=True)
y = column_or_1d(y, warn=True)
X = check_dims(X, X_fit=None)
self.X_fit_ = X
self.classes_ = numpy.unique(y)