Deep state model

[alex-hse-repository]

IMPORTANT: Please do not create a Pull Request without creating an issue first.

Before submitting (must do checklist)

• [ ] Did you read the contribution guide?
• [ ] Did you update the docs? We use Numpy format for all the methods and classes.
• [ ] Did you write any new necessary tests?
• [ ] Did you update the CHANGELOG?

Type of Change

• [ ] Examples / docs / tutorials / contributors update
• [ ] Bug fix (non-breaking change which fixes an issue)
• [ ] Improvement (non-breaking change which improves an existing feature)
• [ ] New feature (non-breaking change which adds functionality)
• [ ] Breaking change (fix or feature that would cause existing functionality to change)

Proposed Changes

Related Issue

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[github-actions[bot]]

🚀 Deployed on https://deploy-preview-754--etna-docs.netlify.app

[codecov-commenter]

Codecov Report

Merging #754 (c688596) into master (e3445c9) will decrease coverage by 34.41%. The diff coverage is 30.62%.

@@             Coverage Diff             @@
##           master     #754       +/-   ##
===========================================
- Coverage   83.57%   49.16%   -34.42%     
===========================================
  Files         122      124        +2     
  Lines        6778     7044      +266     
===========================================
- Hits         5665     3463     -2202     
- Misses       1113     3581     +2468     

Impacted Files	Coverage Δ
etna/analysis/plotters.py	11.12% <0.00%> (-14.94%)	:arrow_down:
etna/datasets/tsdataset.py	61.35% <13.20%> (-28.76%)	:arrow_down:
etna/pipeline/nn_pipeline.py	27.02% <27.02%> (ø)
etna/models/nn/deepstate.py	35.05% <35.05%> (ø)
etna/models/nn/__init__.py	100.00% <100.00%> (ø)
etna/pipeline/__init__.py	100.00% <100.00%> (ø)
etna/commands/__init__.py	0.00% <0.00%> (-100.00%)	:arrow_down:
etna/commands/backtest_command.py	0.00% <0.00%> (-97.06%)	:arrow_down:
etna/commands/forecast_command.py	0.00% <0.00%> (-94.88%)	:arrow_down:
etna/commands/__main__.py	0.00% <0.00%> (-87.50%)	:arrow_down:
... and 77 more

:mega: Codecov can now indicate which changes are the most critical in Pull Requests. Learn more

[martins0n]

Actual PR https://github.com/tinkoff-ai/etna/pull/1253