The state of art in time series forecasting is achieved using different variant of LSTM architecture. Joshua Bengio Group lately published a new architecture N-BEATS that uses s a multi-layer FC network. @ takotab implemented N-BEATS for fastai2. You can find his package fastseq here
You might check this post to have an overview of the different time series projects that we are developing for fastai in this forum.
Here is the Time Series Thread (for fastai2) where we are discussing the implementation of a common time series package for fastai2.
PS: The case treated in Rossmann is a regression: It is a kind of a single point forecasting. In the present project, we are more interested in multi-point forecasting and more specifically in probabilistic forecasting. The latter gives an idea of your confidence interval of your forecast (prediction). Single point forecasting only gives either the median or the mean of the forecast which is insufficient because we don’t know the size of the confidence interval.