fix: update hierarchy for single transform window_transform

[madtoinou]

Fixes #2204, fixes #2209.

Summary

• If window_transform() is called with only one transform on all the components of the series, update the hierarchy with the new components names, otherwise, it's dropped.

[dennisbader]

Thanks for giving this a go @madtoinou 🚀
It seems like the issue has not yet been fully fixed with these changed (i tried running the code snippet from the issue).

I left some comments/suggestions

[codecov-commenter]

Codecov Report

Attention: 1 lines in your changes are missing coverage. Please review.

Comparison is base (4600453) 93.88% compared to head (84c82f7) 93.88%.

Files	Patch %	Lines
darts/timeseries.py	96.87%	1 Missing ⚠️

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Additional details and impacted files

@@           Coverage Diff           @@
##           master    #2207   +/-   ##
=======================================
  Coverage   93.88%   93.88%           
=======================================
  Files         135      135           
  Lines       13434    13451   +17     
=======================================
+ Hits        12613    12629   +16     
- Misses        821      822    +1     

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[dennisbader]

Thanks @madtoinou :) some last few suggestions, then it's ready.