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[ENH] Refactor the data_module layer in ptf-v2 #1829

@phoeenniixx

Description

@phoeenniixx

Is your feature request related to a problem? Please describe.
For now the EncoderDecoderTimeSeriesDataModule code is a little messy, that contains a nested dataset class (_ProcessedEncoderDecoderDataset) and preprocessing and splitting functions. It makes the code a little hard to understand and maintain as we move to more complex implementations

Describe the solution you'd like
We should make it more modular:

  • Move the nested _ProcessedEncoderDecoderDataset class out of the data_module class.
  • Create separate modules for preprocessing and splitting etc
  • Call references of these implementations in the data_module class

This will make the code a little more clean and modular and easy to maintain.

Additional context
Please look at how the tsl handles these splitting and preprocessing using different modules

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