[ENH] Add missing test for forward output of TimeXer as proposed in #1936 (#1951)

#### What does this implement/fix? Explain your changes.

Adds the test for the output shapes of the forward method of `TimeXer`.
The test checks the output contract for the model, which is being
implemented in #1936. Currently skipped under `test_timexer.py` due to
obvious causes of failure i.e current version of model on main is still
not updated to the required output contract.

Author: PranavBhatP

tests/test_models/test_timexer.py

@@ -17,6 +17,27 @@
 from pytorch_forecasting.models import TimeXer
 
 
+def _expected_fwd_shape(batch_size, prediction_length, loss):
+    """
+    Return the expected output shape for the forward pass of the model.
+    """
+
+    if isinstance(loss, QuantileLoss):
+        n_quantiles = len(loss.quantiles)
+        return (batch_size, prediction_length, n_quantiles)
+    elif isinstance(loss, MultiLoss):
+        shapes = []
+        for single_loss in loss.losses:
+            if isinstance(single_loss, QuantileLoss):
+                n_quantiles = len(single_loss.quantiles)
+                shapes.append((batch_size, prediction_length, n_quantiles))
+            else:
+                shapes.append((batch_size, prediction_length, 1))
+        return shapes
+    else:
+        return (batch_size, prediction_length, 1)
+
+
 def _integration(dataloader, tmp_path, loss=None, trainer_kwargs=None, **kwargs):
     """
     Integration test for the TimeXer model.
@@ -96,7 +117,6 @@ def _integration(dataloader, tmp_path, loss=None, trainer_kwargs=None, **kwargs)
         net = TimeXer.load_from_checkpoint(
             trainer.checkpoint_callback.best_model_path,
         )
-
         predictions = net.predict(
             val_dataloader,
             return_index=True,
@@ -117,17 +137,6 @@ def _integration(dataloader, tmp_path, loss=None, trainer_kwargs=None, **kwargs)
                 f"but got {predictions.output.shape}"
             )
 
-        # raw prediction if debugging the model
-
-        net.predict(
-            val_dataloader,
-            return_index=True,
-            return_x=True,
-            fast_dev_run=True,
-            mode="raw",
-            trainer_kwargs=trainer_kwargs,
-        )
-
     finally:
         # remove the temporary directory created for the test
         shutil.rmtree(tmp_path, ignore_errors=True)
@@ -471,3 +480,104 @@ def test_with_exogenous_variables(tmp_path):
 
     finally:
         shutil.rmtree(tmp_path, ignore_errors=True)
+
+
+@pytest.mark.skipif(
+    True, reason="Skipping due to incompatibility with current model outputs."
+)  # noqa: E501
+def test_model_forward_output(dataloaders_with_covariates):
+    """
+    Test the model's forward output shapes.
+    This test checks that the model's forward pass returns outputs
+    of expected shapes based on the loss function used.
+    Args:
+        dataloaders_with_covariates: The dataloaders to use for training and validation
+    """
+
+    train_dataloader = dataloaders_with_covariates["train"]
+    val_dataloader = dataloaders_with_covariates["val"]
+
+    dataset = train_dataloader.dataset
+    batch = next(iter(val_dataloader))
+    x, y = batch
+
+    batch_size = x["encoder_cont"].shape[0]
+    prediction_length = dataset.max_prediction_length
+
+    loss = MAE()
+    model = TimeXer.from_dataset(
+        dataset,
+        hidden_size=16,
+        n_heads=2,
+        e_layers=1,
+        patch_length=2,
+        dropout=0.1,
+        loss=loss,
+    )
+
+    with torch.no_grad():
+        output = model(x)
+
+    prediction = output["prediction"]
+    expected_shape = _expected_fwd_shape(
+        batch_size=batch_size,
+        prediction_length=prediction_length,
+        loss=loss,
+    )
+
+    assert (
+        prediction.shape == expected_shape
+    ), f"Expected output shape {expected_shape}, but got {prediction.shape}"
+
+    quantile_loss = QuantileLoss(quantiles=[0.1, 0.5, 0.9])
+    model_quantile = TimeXer.from_dataset(
+        dataset,
+        hidden_size=16,
+        n_heads=2,
+        e_layers=1,
+        patch_length=2,
+        dropout=0.1,
+        loss=quantile_loss,
+    )
+
+    with torch.no_grad():
+        output_quantile = model_quantile(x)
+    prediction_quantile = output_quantile["prediction"]
+    expected_shape_quantile = _expected_fwd_shape(
+        batch_size=batch_size,
+        prediction_length=prediction_length,
+        loss=quantile_loss,
+    )
+    assert prediction_quantile.shape == expected_shape_quantile, (
+        f"Expected output shape {expected_shape_quantile}, but got {prediction_quantile.shape}"  # noqa: E501
+    )
+
+    multi_loss = MultiLoss([MAE(), MAE()])
+    model_multi = TimeXer.from_dataset(
+        dataset,
+        hidden_size=16,
+        n_heads=2,
+        e_layers=1,
+        d_ff=32,
+        patch_length=2,
+        dropout=0.1,
+        loss=multi_loss,
+    )
+
+    with torch.no_grad():
+        output_multi = model_multi(x)
+
+    prediction_multi = output_multi["prediction"]
+    expected_shapes_multi = _expected_fwd_shape(
+        batch_size, prediction_length, multi_loss
+    )
+
+    assert isinstance(prediction_multi, list)
+    assert len(prediction_multi) == len(expected_shapes_multi)
+
+    for i, (pred_tensor, expected_shape) in enumerate(
+        zip(prediction_multi, expected_shapes_multi)
+    ):  # noqa: E501
+        assert (
+            pred_tensor.shape == expected_shape
+        ), f"MultiLoss target {i}: Expected {expected_shape}, got {pred_tensor.shape}"  # noqa: E501