[ENH] Add encoding suppport for categorical variables in v2 #2008
Description
Is your feature request related to a problem? Please describe.
Currently encoding support is missing for categorical variables in v2 of PTF. Efforts are being made to implement scaling in #1983. Feature encoding is naturally the next step after this. Re also: #1993
Describe the solution you'd like
Implement a robust encoding pipeline for handling categorical variables in the TimeSeries dataset.