I’m facing issues with the RandomForestClassifier from the scikit-learn library when trying to perform multivariate time series prediction. My dataset has multiple columns, and I’m using sliding windows for prediction. Since RandomForestClassifier from sklearn does not support multivariate data directly, I have resorted to using flatten() on the rows of my dataset. However, I understand that this might significantly reduce the performance of my model.I am looking for a RandomForestClassifier that supports multivariate data.