[ENH] refactor dummy forecaster to naive

[TonyBagnall]

simple refactor, part of #2823

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I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ].
I would have added the following labels to this PR based on the changes made: [ $\color{#45FD64}{\textsf{examples}}$, $\color{#31FCCD}{\textsf{forecasting}}$ ], however some package labels are already present.

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