Andrey Alekseev

icon indicating a website link https://www.linkedin.com/in/ilekseev/ icon indicating an email [email protected]

icon location Netherlands icon location Machine Learning Engineer. Open Source enthusiast.

Results 4 comments of Andrey Alekseev

Pls, add all methods pandas.DataFrame.interpolate in etna.transforms.TimeSeriesImputerTransform

Hi! Could you please explain how it should work? Because I'm afraid that it may cause look ahead bias, which we try to avoid.

parameter grid-search option within model fitting step

We will add Optuna example in #288 and try to create OptunaRunner in #289. These issues are aimed to solve problem with params selection. Also I propose we create GridSearchSelector...

Replace per-segment iteration in some transforms

This task was closed for `WindowStatisticsTransform` in #625

Replace per-segment iteration in some transforms

https://github.com/tinkoff-ai/etna/blob/d0ed655013c9ea4b9bc21958ae305dad4da43194/etna/transforms/timestamp/time_flags.py#L152 https://github.com/tinkoff-ai/etna/blob/d0ed655013c9ea4b9bc21958ae305dad4da43194/etna/transforms/timestamp/date_flags.py#L221 https://github.com/tinkoff-ai/etna/blob/d0ed655013c9ea4b9bc21958ae305dad4da43194/etna/transforms/timestamp/fourier.py#L112