Feature/scalar with window

[JanFidor]

Fixes #1540.

Summary

I've added the ability to use Scalar inside historical_forecasts to avoid information leakage.
As RegressionModel._optimized_historical_forecasts doesn't support model retraining, decided to not add scalar with window there. Please let me know if the implementation makes sense or if the code could be changed for the better!
P.S. Sorry for the PR being quite late, but the past 2 months have been quite hectic. I'll have significantly less time during this school year, than I originally planned, but I'll do my best to find an hour or 2 a week to respond to reviews and slowly but surely bring this and the others PRs to a merge

[codecov-commenter]

Codecov Report

Attention: Patch coverage is 64.58333% with 17 lines in your changes missing coverage. Please review.

Project coverage is 93.69%. Comparing base (26c5f39) to head (c13889f).

Files with missing lines	Patch %	Lines
darts/models/forecasting/forecasting_model.py	62.06%	11 Missing ⚠️
...casts/optimized_historical_forecasts_regression.py	66.66%	4 Missing ⚠️
..._forecasts/optimized_historical_forecasts_torch.py	60.00%	2 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #2021      +/-   ##
==========================================
- Coverage   93.79%   93.69%   -0.11%     
==========================================
  Files         139      139              
  Lines       14741    14771      +30     
==========================================
+ Hits        13827    13839      +12     
- Misses        914      932      +18     

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[dennisbader]

Very nice, thanks a lot @JanFidor for another great contribution!

Only had some minor suggestions, let me know what you think.

[ETTAN93]

Hi, since my issue #2134 has been linked to this, can I just double check if there is a timeline to finish implementing the usage of scalers in historical forecast?

[JanFidor]

Hi @ETTAN93! I'll try to finish up the PR around end of January - early February. I'm terribly sorry for the delay, but unfortunately this university term was much harder than I hoped and I didn't have the free time to work on it.

[ETTAN93]

Hi, can I just check when this feature is planned to be merged?

[JanFidor]

Hi everyone! The past year with the studies, work and the engineering Thesis I got a little burned out and OSS unfortunately fell on back burner for quite a bit. Fortunately with the term ending I got much less to keep on top of and with some vacation I'm once again back to doing some contributions. Sorry disappearing and thanks for all the reviews, I'll try to update / resolve all the comments!

[madtoinou]

Hi @JanFidor,

Since this feature is pretty high on the roadmap and expected by many users, in order to speed things up a bit, we decided to branch out of your work and opened #2529.