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Although it is possible to model the forecasting as a regression problem in Autopilot, there is no time-series capability built in Autopilot. So, you need to do the preprocessing tasks such as time-series windowing, lag differencing, etc. in order to generate the training/test datasets for the autopilot experiment.
Additionally, time series forecasting usually requires a model which can detect the pattern in a sequence of features. So, services such as DeepAR or Amazon forecast provide better capabilities to address this challenge.
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