Spatio-temporal data support

[moghadas76]

Is your feature request related to a problem? Please describe.
Support framework for spatio-temporal data.

Describe the solution you'd like
Integrating spatio-temporal forecasting methods

Describe alternatives you've considered
Integrating spatio-temporal forecasting methods

Additional context
GluonTS

[benHeid]

Hi @moghadas76, could you provide more information about what feature you would like to have added?

E.g., which particular algorithms you would like to have and perhaps also post some references, this would be very helpful.