[BUG] TimeSeriesImputerTransform doesn't work in pipeline.backtest if there is NaN in prediction part

[ostreech1997]

🐛 Bug Report

TimeSeriesImputerTransform doesn't work in pipeline.backtest if there is NaN in prediction part.

Expected behavior

Should we change this behaviour?

How To Reproduce

Script:

from loguru import logger


def create_example_ts():
    import numpy as np
    import pandas as pd
    from etna.datasets import TSDataset

    target = np.random.normal(size=(20, 10))
    segments = [f"seg_{i}" for i in range(10)]
    df = pd.DataFrame(target, columns=segments)
    timestamp = pd.date_range("2020-01-01", periods=20, freq="D")
    df["timestamp"] = timestamp
    df.iloc[-2, 2] = np.nan
    df = df.melt("timestamp", var_name="segment", value_name="target")
    ts = TSDataset(TSDataset.to_dataset(df), freq="D")
    return ts


def pipeline_backtest():
    from etna.transforms import TimeSeriesImputerTransform
    from etna.pipeline import Pipeline
    from etna.models import ProphetModel
    from etna.metrics import MAE

    # Robust pipeline
    ts = create_example_ts()
    ts.fit_transform(transforms=[TimeSeriesImputerTransform(in_column="target", strategy="constant"),])
    pipeline = Pipeline(
        ProphetModel(weekly_seasonality=True,),
        transforms=[],
        horizon=2
    )
    _ = pipeline.backtest(
        ts=ts, metrics=[MAE()], n_folds=3, stride=1
    )
    logger.info("Robust pipeline is done!")

    # Fail pipeline
    ts = create_example_ts()
    pipeline = Pipeline(
        ProphetModel(weekly_seasonality=True, ),
        transforms=[TimeSeriesImputerTransform(in_column="target", strategy="constant"),],
        horizon=2
    )
    _ = pipeline.backtest(
        ts=ts, metrics=[MAE()], n_folds=3, stride=1
    )
    logger.info("Fail pipeline is done!")


def main() -> None:
    pipeline_backtest()


if __name__ == "__main__":
    main()

Environment

No response

Additional context

No response

Checklist

• Bug appears at the latest library version