[MNT] CODEOWNERS file (#1710)

This PR adds a CODEOWNERS file, which ensures that maintainers are
pinged when a PR is opened.

I have included from among `sktime` and `pytorch-forecasting`
maintainers those that have contributed to `pytorch-forecasting` more
than occasionally - please let me know if you prefer not to be on this
list.

CODEOWNERS

@@ -0,0 +1,3 @@
+# The file specifies framework level core developers for automated review requests
+
+* @benheid @fkiraly @fnhirwa @geetu040 @jdb78 @pranavvp16 @XinyuWuu @yarnabrina