Adding support for NPTS and Seasonal NPTS

[Jonathan-87]

Description

It would be useful to add the Non-Parametric Time Series forecaster (NPTS) and seasonal NPTS as baseline methods (example : https://docs.aws.amazon.com/forecast/latest/dg/aws-forecast-recipe-npts.html). You can find the paper here (https://arxiv.org/pdf/2312.14657.pdf) and the models are included in GluonTS. NPTS is a strong baseline.

Use case

No response

[Jonathan-87]

@jmoralez I was wondering if Nixtla might consider adding NPTS and seasonal NPTS as baseline models ?

[elephaint]

@jmoralez I have a working implementation of DeepNPTS in NeuralForecast already, happy to pick this one up.

[Jonathan-87]

@elephaint Thanks you I'll give it a try :)