alex-hse-repository

Deep state model

2

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

### 🚀 Feature Request `HolidaysTransform` should make it possible to distinct between the holidays ### Motivation Make work with country holidays more flexible ### Proposal 1. Add argument `add_holiday_names: bool...

### 🚀 Feature Request Make the backtest time complexity O(n+m) instead of O(n*m), where n, m - number of folds for the backtest on fit and the actual backtest. ###...

### 🚀 Feature Request Last fixes for EDA methods ### Motivation Make our EDA methods better ### Proposal 1. Now `plot_time_series_with_change_points` does not work with NaNs in the middle of...

### 🚀 Feature Request Update notebooks with new EDA methods ### Motivation Make users familiar with the new method ### Proposal 1. Backtest - Use another model, Prophet generates tones...

Create notebook about feature selection

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### 🚀 Feature Request Create notebook demonstrating our method for feature selection ### Motivation Show our feature selection methods to the users ### Proposal 1. Create notebook with the short...

### 🚀 Feature Request Organize EDA methods into folders ### Motivation Make it easier to find the nesessary method ### Proposal a) Create the following structure of files in etna/analysis:...

### 🚀 Feature Request Create class `GridSearchCV` which will be able choose the best combination of transforms and the model from the given list depending on the given metric. ###...

Replace per-segment iteration in some transforms

2

### 🚀 Feature Request Replace per-segment iteration in some transforms ### Motivation This might make it a bit faster ### Proposal Rewrite [this](https://github.com/tinkoff-ai/etna/blob/f4d0a34c90baa27a18ae100605bb606dc3d5aabb/etna/transforms/statistics.py#L90) procedure without a cycle in the following...

### 🚀 Feature Request Fix some issues in `plot_residuals` ### Motivation Make eda method better ### Proposal 1. Add parameter `mode: Union[Literal["macro"], Literal["per-segment"]] = "per-segment"` - Mode "per-segment" is the...