[ENH] Add train/test split strategy for v2 datamodules

[andersendsa]

Reference Issues/PRs

Closes:#1974

What does this implement/fix? Explain your changes.

Added train_val_test_split_strategy to TslibDataModule and EncoderDecoderTimeSeriesDataModule allowing users to split their data set randomly (default) or sequentially. Fixed an associated test that checks for multivariate targets being list of tensors.

PR checklist

• The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.
• Added/modified tests
• Used pre-commit hooks when committing to ensure that code is compliant with hooks. Install hooks with pre-commit install.
  To run hooks independent of commit, execute pre-commit run --all-files

[phoeenniixx]

Thanks!
What startegies are you implementing here? can you please specify? I can see we are just taking the indices in the sequential manner?
You can look at #2087 which adds temporal split - to make sure we dont duplicate the work

[andersendsa]

Thanks! What startegies are you implementing here? can you please specify? I can see we are just taking the indices in the sequential manner? You can look at #2087 which adds temporal split - to make sure we dont duplicate the work

Hi @phoeenniixx
The strategies I have implemented are random and sequential.

random : This is the default strategy (and the existing behavior), which shuffles the indices of all time series before applying the split ratios using torch.randperm(total_series).

sequential: This is a new strategy that generates a sequence of indices without randomizing using torch.arange(total_series). By keeping the time series in their original order, it guarantees that train datasets get the first N series, validation datasets get the next M series, and test datasets get the final remainder.

[codecov]

Codecov Report

❌ Patch coverage is 27.27273% with 16 lines in your changes missing coverage. Please review.
⚠️ Please upload report for BASE (main@033169a). Learn more about missing BASE report.

Files with missing lines	Patch %	Lines
...h_forecasting/data/tests/test_tslib_data_module.py	0.00%	10 Missing ⚠️
...g/data/data_module/_encoder_decoder_data_module.py	50.00%	3 Missing ⚠️
...forecasting/data/data_module/_tslib_data_module.py	50.00%	3 Missing ⚠️

Additional details and impacted files

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##             main    #2375   +/-   ##
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  Coverage        ?   87.33%           
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  Files           ?      175           
  Lines           ?    10185           
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  Hits            ?     8895           
  Misses          ?     1290           
  Partials        ?        0           

Flag	Coverage Δ
cpu	87.33% <27.27%> (?)
pytest	87.33% <27.27%> (?)

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