Using ARIMA parameters when transforming time series to Supervised Learning
Yes. It could be use. if you find the lag pattern by using acf, pacf , you can generate the rolling mean or mid value time series as part of feature engineering. And use the combined feature to do supervised learn.

However, one of key important thing need note: time series based cross validate in the begining to avoid data leaking, other wise you metric will be unreasonable good.