Unification of errors, warnings and checks in models

[Mr-Geekman]

Before submitting (must do checklist)

• [x] Did you read the contribution guide?
• [x] Did you update the docs? We use Numpy format for all the methods and classes.
• [x] Did you write any new necessary tests?
• [x] Did you update the CHANGELOG?

Proposed Changes

Unify errors, warnings and checks in multiple models.

Closing issues

[github-actions[bot]]

🚀 Deployed on https://deploy-preview-1312--etna-docs.netlify.app

[codecov-commenter]

Codecov Report

Merging #1312 (4f7f2ad) into master (6a9b6a8) will decrease coverage by 82.25%. The diff coverage is 0.00%.

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@@            Coverage Diff             @@
##           master   #1312       +/-   ##
==========================================
- Coverage   88.94%   6.69%   -82.25%     
==========================================
  Files         203     203               
  Lines       12466   12498       +32     
==========================================
- Hits        11088     837    -10251     
- Misses       1378   11661    +10283     

Impacted Files	Coverage Δ
etna/models/deadline_ma.py	0.00% <0.00%> (-98.72%)	:arrow_down:
etna/models/holt_winters.py	0.00% <0.00%> (-99.47%)	:arrow_down:
etna/models/nn/utils.py	0.00% <ø> (-85.22%)	:arrow_down:
etna/models/prophet.py	0.00% <0.00%> (-100.00%)	:arrow_down:
etna/models/sarimax.py	0.00% <0.00%> (-97.25%)	:arrow_down:
etna/models/seasonal_ma.py	0.00% <0.00%> (-100.00%)	:arrow_down:
etna/models/sklearn.py	0.00% <0.00%> (-92.50%)	:arrow_down:
etna/models/statsforecast.py	0.00% <0.00%> (-98.67%)	:arrow_down:
etna/models/tbats.py	0.00% <0.00%> (-95.11%)	:arrow_down:

... and 177 files with indirect coverage changes

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