Mr-Geekman

### 🚀 Feature Request We decided that we want to enable passing context into `forecast` method of the model. It will be done with a new parameter: `prediction_size`. First `n...

Add method for determining the size of the context

2

## Before submitting (must do checklist) - [x] Did you read the [contribution guide](https://github.com/tinkoff-ai/etna/blob/master/CONTRIBUTING.md)? - [x] Did you update the docs? We use Numpy format for all the methods and...

### 🚀 Feature Request Currenlty, `determine_num_steps` uses linear probing that results in $O(n^2)$ time. We can reduce it to $O(n)$ by making a next step from the last tried point...

### 🚀 Feature Request We decided that we want to enable passing context into `forecast` method of the model. For this we should for each model define its context size....

Add abstract predict method to pipelines

2

## Before submitting (must do checklist) - [x] Did you read the [contribution guide](https://github.com/tinkoff-ai/etna/blob/master/CONTRIBUTING.md)? - [x] Did you update the docs? We use Numpy format for all the methods and...

Speed up columns slices: `etna.datasets.utils.select_columns`

2

### 🚀 Feature Request In a lot of places we use `df.loc[:, pd.IndexSlice[segments, column]]` to select `column` from all the segments. It appears to be very slow on a lot...

Make `TimeSeriesImputerTransform` vectorized

2

**IMPORTANT: Please do not create a Pull Request without creating an issue first.** ## Before submitting (must do checklist) - [x] Did you read the [contribution guide](https://github.com/tinkoff-ai/etna/blob/master/CONTRIBUTING.md)? - [x] Did...

### 🐛 Bug Report Currently, `DeepARModel` during each forecast predicts different values. It seems like it is not a general problem for neural nets: `TFTModel` predicts the same values each...

### 🚀 Feature Request Currently we can't make in-sample predictions with `BATS`/`TBATS`, we are throwing exception because [underlying library](https://github.com/intive-DataScience/tbats) doesn't support it. However, according to mathematical formulation this possibility exist...

### 🚀 Feature Request Currently we can't make with `nn` models * in-sample predictions * out-sample predictions there `ts` isn't going straight after the train and only on `horizon` steps...