> Or is it just turning every column in my pandas dataframe into a series to pass into the covariates array?

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