Add item_id to ERCOT and ETT datasets (#3150)

*Description of changes:*
- Add item_id to ERCOT and ETT datasets

By submitting this pull request, I confirm that you can use, modify,
copy, and redistribute this contribution, under the terms of your
choice.


**Please tag this pr with at least one of these labels to make our
release process faster:** BREAKING, new feature, bug fix, other change,
dev setup

src/gluonts/dataset/repository/_ercot.py

@@ -34,6 +34,7 @@ def generate_ercot_dataset(dataset_path: Path, dataset_writer: DatasetWriter):
  test = [
  {
  "start": start,
+ "item_id": region,
  "target": df[region].to_numpy(dtype=np.float64),
  }
  for region in regions
@@ -42,6 +43,7 @@ def generate_ercot_dataset(dataset_path: Path, dataset_writer: DatasetWriter):
  train = [
  {
  "start": start,
+ "item_id": region,
  "target": df[region].to_numpy(dtype=np.float64)[
  :-prediction_length
  ],

src/gluonts/dataset/repository/_ett_small.py

@@ -47,6 +47,7 @@ def generate_ett_small_dataset(
  test.append(
  {
  "start": start,
+ "item_id": col,
  "target": df[col].values,
  }
  )
@@ -60,6 +61,7 @@ def generate_ett_small_dataset(
  train.append(
  {
  "start": start,
+ "item_id": col,
  "target": df[col].values[:-prediction_length],
  }
  )