[ENH] Wishlist Forecasters - Priorisation

[benHeid]

High Prio

• NBEATSX support [Suggestion] NBEATS modification for covariate datasets: NBEATSx was released #471

[fkiraly]

Random additions:

• the lstm forecaster from the docs, or its multivariate version: [ENH] implement LSTM model, and migrate LSTMmodel from notebook to main code base #1582
• potential, after architecture review and conclusion of [ENH] defining boundary between sktime and pytorch-forecasting, support for foundation models #1618: the 1st generation "former" models which currently live in sktime
• same, potenitally the pre-trained FM

[julian-fong]

Is any of these a work in progress? I can take up one of these if they're free :)

[benHeid]

I think NBEATsX is open and I consider it as quiet important :)