Is your feature request related to a problem? Please describe.
Implementation of DUET for forecasting

Describe the solution you'd like
Integrated with pytorch forecasting with multivariate: covariate, past-covariate, and future covariate. And if possible incorporate quantiles.

Reference implementation
The official implementation from Authors published it as MIT license can be found here:
https://github.com/decisionintelligence/DUET

Describe alternatives you've considered
na

Additional context

Ref: https://arxiv.org/abs/2412.10859