I want to do regression on a time series where my output variable is a in the time series. My I have a measurements of a time series $(x_1, x_2, \cdots, x_n)$ and want to predict the variable $y$ which is not a measurement of the time series.
The obvious first option would be some simple linear regression, but that doesn't take into account the time series nature of the data. Time series methods that I'm looking at seem to be related to forecasting the next value in the series. What methods take into account the temporal nature of the data that aren't regression?
EDIT I have a series of time series and I want to predict a value for each time series. The value I want to predict is a slightly strange value. It is a time to an event happening. so it is actually two values, did the event happen, and when did it happen?