Is your feature request related to a problem? Please describe.
I am currently working on implementing an interface for LagLlama - link here - and one of the accepted input types for LagLlama is GluonTS' PandasDataset.
Describe the solution you'd like
I wish to add support for the PandasDataset object type in sktime. I have already worked on GluonTS in sktime, and am quite familiar with both frameworks.
Describe alternatives you've considered
An alternate solution would be using CSV files, but since PandasDataset offer easy conversions from pd.DataFrame, I think this implementation will be really helpful.
Additional context
Nothing additional to add for now.
Is your feature request related to a problem? Please describe.
I am currently working on implementing an interface for LagLlama - link here - and one of the accepted input types for LagLlama is GluonTS' PandasDataset.
Describe the solution you'd like
I wish to add support for the
PandasDatasetobject type in sktime. I have already worked on GluonTS in sktime, and am quite familiar with both frameworks.Describe alternatives you've considered
An alternate solution would be using
CSVfiles, but sincePandasDatasetoffer easy conversions frompd.DataFrame, I think this implementation will be really helpful.Additional context
Nothing additional to add for now.