Time-Series for Classification and Time-Series for Regression

[drmingle]

AutoTS currently provides forecasting, will we provide time series classification and time series regression, like other packages (sktime)?

[winedarksea]

Forecasting and regression are basically two names for the same thing. Regression could theoretically include forecasting backwards in time - to handle that here, just inverse the time series. Some data manipulation and modification of your forecast_length and you can regress for almost any time you want.

However time series classification is basically an entirely different field. There are some elements of classification here, but not many. Time series classification is often actually speech recognition. Speech being a time series of audio signals that needs to be classified to human words.
Forecasting and classification are so different that I don't see them being integrated here soon (albeit vaguely possible in the long term) - most packages out there specialize in either one or the other, and not both.

If you want to forecast a class ie categorical data, that can already be done and is talked about in the extended_tutorial. To some people this would count as "classification" but I generally wouldn't call it that.
@drmingle