[FEAT] Added TSMixer model

[elephaint]

This PR adds the TSMixer model into neuralforecast, and demonstrates its applicaiton in a Multivariate_with_TSMixer example notebook.

• Added TSMixer and AutoTSMixer models to NeuralForecast
• Included tests in core class
• Included performance evaluation in example notebook.

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[candalfigomoro]

@elephaint

• If we have several thousands of time series (making multivariate forecasting unfeasible), is it possible to use it in an "univariate" way (e.g. would setting n_series=1 work)?
• Does it correctly support futr_exog_list, hist_exog_list, and stat_exog_list for each time series (like in this implementation https://github.com/ditschuk/pytorch-tsmixer?tab=readme-ov-file#tsmixerext)?

Thanks

[elephaint]

@elephaint

• If we have several thousands of time series (making multivariate forecasting unfeasible), is it possible to use it in an "univariate" way (e.g. would setting n_series=1 work)?

I wouldn't do it - we use the unique_id to distinguish individual time series and it would require overwriting this / setting it to the same value for all series in order to function with n_series=1. However, that will introduce a lot of other issues. So, personally I would not do it and then revert to another univariate method.

• Does it correctly support futr_exog_list, hist_exog_list, and stat_exog_list for each time series (like in this implementation https://github.com/ditschuk/pytorch-tsmixer?tab=readme-ov-file#tsmixerext)?

Thanks

No, we will soon be releasing a separate version that supports exogenous inputs ('TSMixerx'). Unfortunately the version supporting exogenous variables is quite different from the original TSMixer. We have a working version of TSMixerx on the AirPassengers Panel data with exogenous inputs, I'm still making sure it works with the rest of our library/examples. Hopefully ready for release next week.

[candalfigomoro]

@elephaint Thanks! So basically also TSMixerx will not be suitable for "univariate" + exog variables forecasting (like we do with NHITS, NBEATSx, etc.)?

[elephaint]

Correct