[API] Review `tsai` for dataset and dataloader design and models

[fkiraly]

Most of the the tsai package is to sktime.classification what pytorch-forecasting is to sktime.forecasting.

They also have forecasting models and, hence, a dataset and dataloader design.

We should ensure we review pytorch-timeseries for:

• models
• the rework of the dataset, dataloader class

https://github.com/timeseriesAI/tsai

Also, I got in contact here: timeseriesAI/tsai#931