Create TSDataset 2.0

[alex-hse-repository]

🚀 Feature Request

Improve the methods of TSDataset, remove the regressors and transforms logic for it.

Proposal

Improve TSDataset:

1. Remove the self.transforms attribute -- dataset now does't store the transforms
2. Improve methods fit, transform, fit_transform, inverse_transform

• Change the signature to method(self, transforms: Sequence[NewTransform])
• Remove the regressors logic and _update_regressors method
• Now transform work with TSDataset

3. Improve method make_future

• Change the signature to make_future(self, future_steps: int, transforms: Sequence[NewTransform], tail_steps: int = 0) -> "TSDataset":
• Improve the logic of the method according to the new transforms logic

4. Drop the lines, where the TSDataset.transforms attribute is used

Test cases

• Improve/remove the current tests where possible
• Mark the other tests with @pytest.mark.xfail(reason="TSDataset 2.0")

Additional context

No response