[feat] Dataset compression for time series forecasting tasks
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enhancement
- Dominant language
- Python
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Description
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* **I'm submitting a ...**
- [x] feature request
# Issue Description
* Currently, `dataset_compression` is unavailable for `time-series forecasting` datasets as they need to be treated specifically. We need to do so by either:
- Reducing the number of series in the datasets
- Truncating the first parts of each series (if they have enough length for a training-validation split)
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