This is an interesting question. I don't have a real answer but I wrote a program to calculate values for different $n$ and $m$, counting the number of ways to split the first $n$ numbers into groups of arithmetic sequences of size $m$ . Here are some results with the pairs are written as $(n,m)$:
$(9,3)=5$,
$(12,3)=15$, $(12,4)=4$,
$(15,3)=55$, $(15,5)=4$,
$(16,4)=11$,
$(18,3)=232$, $(18,6)=4$, $(18,6)=4$,
$(20,4)=23$, $(20,5)=10$,
$(24,3)=6643$, $(24,4)=68$, $(24,6)=10$, $(24,8)=4$.
I skipped writing pairs that satisfy these equations:
If $m$ is not a divisor of $n$ then $(n,m)=0$. If $n$ is even then
$$(n,\frac{n}{2})=2,$$
$$(n,2)=\frac{n!}{2^{n/2}\frac{n}{2}!}.$$
EDIT
This wouldn't fit in a comment, but here are the ways of grouping (12,3):
$$
\begin{array}{ccc}
\left[\begin{array}{ccc}
1 & 2 & 3 \\
4 & 5 & 6 \\
7 & 8 & 9 \\
10 & 11 & 12
\end{array}\right] & \left[\begin{array}{ccc}
1 & 2 & 3 \\
4 & 5 & 6 \\
7 & 9 & 11 \\
8 & 10 & 12
\end{array}\right] & \left[\begin{array}{ccc}
1 & 2 & 3 \\
4 & 6 & 8 \\
5 & 7 & 9 \\
10 & 11 & 12
\end{array}\right]\\
\left[\begin{array}{ccc}
1 & 2 & 3 \\
4 & 7 & 10 \\
5 & 8 & 11 \\
6 & 9 & 12
\end{array}\right] & \left[\begin{array}{ccc}
1 & 2 & 3 \\
4 & 8 & 12 \\
5 & 6 & 7 \\
9 & 10 & 11
\end{array}\right] & \left[\begin{array}{ccc}
1 & 3 & 5 \\
2 & 4 & 6 \\
7 & 8 & 9 \\
10 & 11 & 12
\end{array}\right]\\
\left[\begin{array}{ccc}
1 & 3 & 5 \\
2 & 4 & 6 \\
7 & 9 & 11 \\
8 & 10 & 12
\end{array}\right] & \left[\begin{array}{ccc}
1 & 3 & 5 \\
2 & 6 & 10 \\
4 & 8 & 12 \\
7 & 9 & 11
\end{array}\right] & \left[\begin{array}{ccc}
1 & 3 & 5 \\
2 & 7 & 12 \\
4 & 6 & 8 \\
9 & 10 & 11
\end{array}\right]\\
\left[\begin{array}{ccc}
1 & 4 & 7 \\
2 & 5 & 8 \\
3 & 6 & 9 \\
10 & 11 & 12
\end{array}\right] & \left[\begin{array}{ccc}
1 & 5 & 9 \\
2 & 3 & 4 \\
6 & 7 & 8 \\
10 & 11 & 12
\end{array}\right] & \left[\begin{array}{ccc}
1 & 5 & 9 \\
2 & 4 & 6 \\
3 & 7 & 11 \\
8 & 10 & 12
\end{array}\right]\\
\left[\begin{array}{ccc}
1 & 5 & 9 \\
2 & 6 & 10 \\
3 & 7 & 11 \\
4 & 8 & 12
\end{array}\right] & \left[\begin{array}{ccc}
1 & 6 & 11 \\
2 & 3 & 4 \\
5 & 7 & 9 \\
8 & 10 & 12
\end{array}\right] & \left[\begin{array}{ccc}
1 & 6 & 11 \\
2 & 7 & 12 \\
3 & 4 & 5 \\
8 & 9 & 10
\end{array}\right]
\end{array}
$$