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Add aggregation method parameter to Imputers

Open alex-hse-repository opened this issue 1 year ago • 0 comments

🚀 Feature Request

Add possibility to perform different kids of aggregation for seasonal strategy in TimeSeriesImputerTransform

Proposal

  1. In TimeSeriesImputerTransform add parameter aggregation_method: AggregationMode = "AggregationMode.mean -- method to aggregate values in the window (see link)
  2. Update method _fill to handle the logic with aggregation_method -- now it should aggregate values according the the passed method https://github.com/tinkoff-ai/etna/blob/cfbfb01d28fd330ca42de7a7176384708174920d/etna/transforms/missing_values/imputation.py#L203
  3. Update the docs

Test cases

Add test for the seasonal strategy which checks that it works correctly with different aggregation_method

Additional context

No response

alex-hse-repository avatar Nov 25 '22 15:11 alex-hse-repository