Backporting fixes:
- Delay instantiation of ScipyStudentT object #2660 by @gorold
- Faster index building in PandasDataset #2663 by @huibinshen
- Speed up PandasDataset.from_long_dataframe #2665 by @lostella
- Fix r-forecast doc strings #2669 by @abdulfatir
- Fix DateSplitter when split date is before start #2670 by @gorold
- Remove creation of ragged sequences in MultivariateGrouper #2671 by @abdulfatir