[ENH] Add preprocessing to tslib datamodule #2330

Currently, we dont have preprocessing support in tslib datamodule. We should add that!
We could add the scalers and normalizers in a similar way as in #2302, but before that, I think we should
look at thuml's implementation of pre-processing steps. We should add the implementation inspired from that package (as tslib datamodule is inspired from that package).

How should we do this?

• First we should look at the Time-Series-Library, and then write down the how the preprocessing steps (like scaler and normalizer use) is implemented there
• Try to replicate that in tslib data module while staying coherent with the v2 design.