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get_anomalies_confidence_interval should expect Pipeline

Open iKintosh opened this issue 3 years ago • 1 comments

🚀 Feature Request

get_anomalies_confidence_interval should work with pipeline instead of model.

Motivation

This should expand possible option to find outliers.

Proposal

  1. In get_anomalies_confidence_interval:
  • Change parameter model to pipeline: Pipeline
  • Set pipeline.quantiles equals to (lower_p, upper_p)
  1. In PredictionIntervalOutliersTransform:
  • Change parameter model to pipeline: Pipeline in constructor
  • Change parameter model to pipeline: Pipeline in detect_outliers method

Test cases

No response

Alternatives

No response

Additional context

No response

Checklist

  • [ ] I discussed this issue with ETNA Team

iKintosh avatar Feb 02 '22 15:02 iKintosh

Waiting for in_sample predictions in Pipeline

alex-hse-repository avatar Mar 25 '22 05:03 alex-hse-repository