alex-hse-repository

New base class for transforms

2

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

### 🚀 Feature Request As the authors of [statsforecast](https://github.com/Nixtla/statsforecast#maintenance-FedericoGarza) state their auto_arima is 20x faster than the version form pmdarima(which we currently use).There for it might be useful to add...

### 🚀 Feature Request Experiments show that linear regression with positive coefficients shows better results comparing with no restrictions to the coefficients. So it is better to change the default...

### 🚀 Feature Request Create metric, which counts the percent of times, when the entire metric was smaller that threshold. ### Proposal - In file `metrics/metric.py` create class: ``` class...

### 🚀 Feature Request Create metric, which use the custom penalty for over- and under- forecasting. This might be useful when the over- and under- forecasting is harmful differently. ###...

### 🚀 Feature Request Create notebook about forecasting strategies in etna ### Proposal - Create notebook about the forecasting strategies in etna, it should contain examples with: 1. Pipeline 2....

[DRAFT]Make base class of Transforms work with TSDataset

1

### 🚀 Feature Request We need to teach our transforms work with dataset instead of dataframe ### Proposal 1. In `Transform`: - Add method `get_regressors_info() -> `List[str]` - Return the...

### 🚀 Feature Request Add `in_column` attribute to all the transforms, if there is no such attribute yet. This attribute will be used by the transform to get only the...

### 🚀 Feature Request Create data access methods in TSDataset to be used by the transforms in the future ### Proposal Create methods: 1. `update_columns_from_pandas(df: pd.DataFrame, regressors: Optional[List[str]]=None)`: - `df`...

### 🚀 Feature Request We need to reorder the points in the dataset, which is passed to the catboost model to make it able to use `has_time` parameter properly. ###...