Plot the weights from the aggregating algorithm
        
        Parameters
        ----------
        h : int
            How many steps to run the aggregating algorithm on 

        Returns
        ----------
        - A plot of the weights for each model constituent over time

def plot_weights(self, h, **kwargs):
        """ Plot the weights from the aggregating algorithm
        
        Parameters
        ----------
        h : int
            How many steps to run the aggregating algorithm on 

        Returns
        ----------
        - A plot of the weights for each model constituent over time
        """
        import matplotlib.pyplot as plt
        import seaborn as sns

        figsize = kwargs.get('figsize',(10,7))

        weights, _, _ = self.run(h=h)
        plt.figure(figsize=figsize)
        plt.plot(self.index[-h:],weights)
        plt.legend(self.model_names)
        plt.show()