Is your feature request related to a problem? Please describe.
The v2 base model classes (BaseModel) does not support multi-target prediction. Currently, they fail with Runtime Errors when attempting multi-target forecasting. Users attempting to do so, assuming derived functionalities from v1 will face unexpected errors.

Proposed solution
Since a release is going to happen soon, the multi-target support can be added later as a separate issue. For now, we can add warnings to the BaseModel of v2.