ts_forecast - KeyError/ValueError in predict()

Hi,

I use `FLAML==2.1.0`. I tried the timeseries forecasting tutorials which worked. When I use my own data I run into `KeyError`/`ValueError` issues when I try to `predict()` on the test data.

My assumption is that there are features created during the fitting process. The model is trained with these features but the `predict()` method does not preprocesses the test data and expects the already feature engineered dataframe.

I think this issue is related to this one ? [Prediction problem for component models while using ensembling](https://github.com/microsoft/FLAML/issues/1136)

Is there are workaround - Ex: Extract the transformer to preprocess the data to the expected format?

Input data
Contains only 2 columns
- index - timeseries - as `RangeIndex`
- y - target - as `float`

Fit code
```python
from flaml import AutoML

automl = AutoML()

settings = {
"time_budget": 5,
"metric": "mae",
"task": "ts_forecast",
"eval_method": "holdout",
"seed": 42,
}

automl.fit(
dataframe=train_df,
label="y",
period=time_horizon,
estimator_list=[
# "lgbm",
# "rf",
# "xgboost",
# "extra_tree",
# "xgb_limitdepth",
"prophet",
"arima",
"sarimax",
],
** settings,
)
```

Predict Code
```python
''' compute predictions of testing dataset '''
y_pred = automl.predict(X_test)
print("Predicted labels", y_pred)
print("True labels", y_test)
```

Output - `prophet`
```python
ValueError: Regressor 'index_hour_cos' missing from dataframe
```

Output - `arima`
```bash
KeyError: "['index_quarter_sin', 'index_month_cos', 'index_sin1', 'index_quarter_cos', 'index_sin2', 'index_month_sin', 'index_cos1', 'index_dayofyear_sin', 'index_cos4', 'index_cos2', 'index_cos3', 'index_sin4', 'index_sin3', 'index_dayofyear_cos'] not in index"
```

Output - `sarimax`
```bash
KeyError: "['index_hour_cos', 'index_minute_sin', 'index_sin2', 'index_cos1', 'index_hour_sin', 'index_dayofyear_sin', 'index_cos2', 'index_sin3', 'index_dayofyear_cos', 'index_cos3', 'index_dayofweek_sin', 'index_quarter_sin', 'index_month_cos', 'index_second_cos', 'index_sin1', 'index_quarter_cos', 'index_month_sin', 'index_second_sin', 'index_cos4', 'index_minute_cos', 'index_sin4', 'index_dayofweek_cos'] not in index"
```