Using Sktime Regressor

Question

I am trying to use any regressor model from sktime but but I couldn't figure out how to create the data type and format I need to use. Assume I want to use 2 columns as input and 1 column as target.

from sktime.regression.interval_based import TimeSeriesForestRegressor

rand = np.random.random((200, 3))
X = pd.DataFrame(rand)[[0, 1]]
y = pd.DataFrame(rand)[2]

forecaster = TimeSeriesForestRegressor()
forecaster.fit(X=X, y=pd.Series(y))

Code block above this error: "X is not of a supported input data type.X must be in a supported mtype format for Panel, found <class 'pandas.core.frame.DataFrame'>Use datatypes.check_is_mtype to check conformance with specifications."

How can I solve that problem?