[feat] Dataset compression for time series forecasting tasks

[dengdifan]

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• I'm submitting a ...
  • feature request

Issue Description

• Currently, dataset_compression is unavailable for time-series forecasting datasets as they need to be treated specifically. We need to do so by either:
  • Reducing the number of series in the datasets
  • Truncating the first parts of each series (if they have enough length for a training-validation split)