panel data training with machine learning

Hello,

What is the best approach for training a model on panel data ? Which package on R?
In detail: should i use a time series data sampling year year of the panel as if it was time series or does it exist a good approach handling panel data in terms of sampling?

Thanks a lot.

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Oups, my question does not have success. Maybe i did not ask the correct way?

Please i have a related more straighforward question:
Are you aware of a R code that does iteratively training on n, then forecasting on the n+1 day until the last N day? Thanks a lot.