Feat/MIDAS transformer #4420

Job	Run time
docs	9m 35s
docs	9m 35s
check-examples (03-FFT-examples.ipynb)	3m 30s
check-examples (03-FFT-examples.ipynb)	3m 30s
tests (macos-latest, 3.9, all)	47m 17s
tests (macos-latest, 3.9, all)	40m 0s
check-examples (04-RNN-examples.ipynb)	12m 25s
check-examples (04-RNN-examples.ipynb)	12m 25s
lint	1m 11s
lint	1m 11s
tests (ubuntu-latest, 3.9, all)	30m 42s
tests (ubuntu-latest, 3.9, all)	30m 42s
check-examples (00-quickstart.ipynb)	8m 17s
check-examples (00-quickstart.ipynb)	8m 17s
check-examples (02-data-processing.ipynb)	6m 24s
check-examples (02-data-processing.ipynb)	6m 24s
check-examples (01-multi-time-series-and-covariates.ipynb)	7m 12s
check-examples (01-multi-time-series-and-covariates.ipynb)	7m 12s
	4h 5m 49s

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