[timeseries] Add support for categorical covariates

[shchur]

Description of changes:

• Add support for categorical covariates for all MLForecast + GluonTS models
  • For GluonTS models that only support real-valued covariates, we one-hot-encode the categorical covariates

To do:

• Extend tests for GluonTS models with different covariates combinations

By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.

[yinweisu]

Previous CI Run	Current CI Run
pydantic_core==2.16.3	-
ray==2.10.0	ray==2.6.3
pydantic==2.6.4	pydantic==1.10.15
annotated-types==0.6.0	-
platformdirs==4.2.0	platformdirs==3.11.0
virtualenv==20.25.1	virtualenv==20.21.0
ray==2.10.0	ray==2.6.3
-	gpustat==1.1.1
pydantic==2.6.4	pydantic==1.10.15
-	blessed==1.20.0
-	nvidia-ml-py==12.535.133
platformdirs==4.2.0	platformdirs==3.11.0
virtualenv==20.25.1	virtualenv==20.21.0

[yinweisu]

Previous CI Run	Current CI Run

[canerturkmen]

LGTM overall! Just dropped a few comments.

[yinweisu]

Previous CI Run	Current CI Run

[github-actions]

Job PR-4037-7880876 is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-4037/7880876/index.html