Update timeseries.py

Author: Franz Király

pytorch_forecasting/data/timeseries.py

@@ -1402,6 +1402,8 @@ def _to_tensor(cols, long=True):
             if not isinstance(cols, list) and cols not in data.columns:
                 return None
             if isinstance(cols, list):
+                if len(cols) == 0:
+                    return []
                 dtypekind = data.dtypes[cols[0]].kind
             else:
                 dtypekind = data.dtypes[cols].kind