Numpy3d array to Sktime panel data

import numpy as np
from sktime.datatypes import convert
from sktime.datatypes._panel._convert import from_multi_index_to_nested

# import the numpy3d data
# X_train has the shape of (num_instances, num_features, num_timepoints)
X_train = np.load('./data/X_train.npy')

# Convert the numpy3d data to Multi-Index Pandas DataFrame
X_train = convert(X_train, from_type="numpy3D", to_type="pd-multiindex")

# Convert the Multi-Index Pandas DataFrame to Panel Data
X_train = from_multi_index_to_nested(X_train)

# Shorter solution to convert a numpy3d to the panel data format
X_train = from_3d_numpy_to_nested(
  np.load('./data/X_train.npy')
)