alex-hse-repository

[BUG] Dropping NaNs on fit in all of the models

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### 🐛 Bug Report We drop NaNs in fit [here](https://github.com/tinkoff-ai/etna/blob/828a39e3ad59ef403adab6f0dd525aa76c942642/etna/models/base.py#L207) and [here](https://github.com/tinkoff-ai/etna/blob/828a39e3ad59ef403adab6f0dd525aa76c942642/etna/models/base.py#L370), however some models like Catboost are able to work with NaNs. ### Expected behavior We need to decide...

### 🚀 Feature Request Make transforms save out columns in `out_column` attribute. ### Motivation More convenient approach to handle out columns ### Proposal - For every transform create attribute `self.out_column:...

New slice behaviour of `TSDataset`

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## 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...

Add experimental classification

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## 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 Now the slice form TSDataset should also be TSDataset ### Proposal 1. Change current behaviour of `__getitem__`, `head`, `tail` methods -- now it should return the...

### 🚀 Feature Request Now Transforms works with TSDataset, the core mechanic has changed and we need to reflect this changes in the notebooks. ### Proposal 1. Improve `Get Started`...

### 🚀 Feature Request Now, `TreeFeatureSelectionTransform` works x40 faster than `GaleShapleyFeatureSelectionTransform` and `MRMRFeatureSelectionTransform`, see the [notebook](https://github.com/tinkoff-ai/etna/blob/c2eb1ed3d21013d62ca8ac7bb68fd5c5fd24a6fd/examples/feature_selection.ipynb). We should try to speed them up. ### Proposal - Try to speed up...

DeepStateModel

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## 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 We do't need this class anymore. ### Proposal 1. Remove `Model` class: https://github.com/tinkoff-ai/etna/blob/0198d11943db4cfe8ad74632f6850d54f2f7a772/etna/models/base.py#L51 2. Change typing to `BaseModel` https://github.com/tinkoff-ai/etna/blob/0198d11943db4cfe8ad74632f6850d54f2f7a772/etna/models/base.py#L844 in model here: https://github.com/tinkoff-ai/etna/blob/0198d11943db4cfe8ad74632f6850d54f2f7a772/etna/models/tbats.py#L20 ### Test cases...

### 🚀 Feature Request Teach `OutliersTransform` to ignore holidays, which are not outliers in some sense. ### Proposal 1. Add parameters `ignore_flag_column: Optional[str] = None` -- if set, then it...