Add supports_multivariate to ForecastingModel

[felixdivo]

Is your feature request related to a current problem? Please describe.
It is dificult to determine whether a model supports multivariate time series or only univariate ones without building a dictionary of this.

Describe proposed solution
ForecastingModel gets a new attribute supports_multivariate. This is in line with supports_past_covariates etc...

Describe potential alternatives
Model via a superclass. But this would complicate things unnessesarily.

Additional context
This is cool if iterating over multiple models and evaluating their performance (semi-)automatically. This would allow to generate table contents similar to this when reporting on models behaviour (error, ...).

[madtoinou]

Hi @felixdivo,

Thank you for the suggestion! This is an very good suggestion, would you be willing to implement it?

You should be able to rely on the calls to ForecastingModel._assert_univariate() and ForecastingModel._assert_multivariate() in _fit() of models to know which one support what.

[felixdivo]

Jup, done in #1848.