[Feature request] time series classification

[Aceticia]

Theoretically this should be compatible with the encoder - decoder style framework we have here?

[Aceticia]

Alternatively, adding a method that returns the extracted features after a forecasting model is trained.

[dengdifan]

Thanks for the suggestion, Unfortunately, we are busy with some other work these days and may add this feature in the near future.

However, here are some hints: you could write a new pipeline for time series classification, which should be something similar to the tabular classification pipline and reimplement the [classification network] (https://github.com/automl/Auto-PyTorch/blob/master/autoPyTorch/pipeline/components/setup/network/base_network.py), adding them to the pipeline. Additionally, the network backbone might also need to be modified accordingly: Auto-regressive needs to be removed.

Then you need to create a new class for time series classification task that is inherent from this class. Then everything should work as expected