[Pallav-Biyala]

Fixes #3308

Summary

• Fixes an issue where historical_forecasts() could mutate caller-provided Pipeline instances when copy=True.
• Deep-copies existing Pipeline instances in _convert_data_transformers() when copying is enabled, while preserving the existing behavior when copy=False.
• Adds a regression test verifying that the original pipeline remains unfitted after historical_forecasts() runs.
• Adds a changelog entry under Unreleased.

Other Information

Tests and checks performed:

• Historical forecasts tests: 1367 passed, 197 skipped.
• Pipeline tests: 20 passed.
• Ruff lint checks passed.
• Ruff formatting checks passed.
• git diff --check passed.

No failures were observed in the tests listed above.

AI assistance: OpenAI ChatGPT and Google Gemini were used to assist with code investigation, implementation, regression-test development, and debugging. I reviewed the generated changes, identified failures in previously generated test cases, and corrected them. I also ran the relevant test suites and code-quality checks.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 97.14%. Comparing base (df61e74) to head (b456bfd).
⚠️ Report is 1 commits behind head on master.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #3312      +/-   ##
==========================================
+ Coverage   97.13%   97.14%   +0.01%     
==========================================
  Files         175      175              
  Lines       19423    19429       +6     
==========================================
+ Hits        18867    18875       +8     
+ Misses        556      554       -2     

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[dennisbader]

Thanks a lot for the PR and the quick fix @Pallav-Biyala 🚀

LGTM 💯