In some cases Darts is wrapping around existing models (like Prophet, or statsmodels-based models for instance); in other cases we wrote our own implementations, so it's really a mix.
Is there a good "how to" multivariate data example? Or is it just turning every column in my pandas dataframe into a series to pass into the covariates array?
And rather than just bother you, is there a discord/forum to ask questions on darts?
Basically if you have a multivariate series represented as a pandas dataframe with several columns, the way to go is to create your TimeSeries by calling TimeSeries.from_dataframe(my_df). That will return a multivariate time series.
We don't yet have a discord channel, but I'm planning to open a Slack channel sometime soon. If you have other questions feel free to drop me an email: julien@unit8.co