etna
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tinkoff-ai
ETNA – Time-Series Library
### 🚀 Feature Request We can make class `MeanEncoderTransform` that will work with any feature. In that case `MeanSegmentEncoderTransform` can be replace with `SegmentEncoderTransform` + `MeanEncoderTransform`. ### Motivation It will...
### 🚀 Feature Request `HolidaysTransform` should make it possible to distinct between the holidays ### Motivation Make work with country holidays more flexible ### Proposal 1. Add argument `add_holiday_names: bool...
### 🚀 Feature Request We have synthetic datasets now. It's helpfull for model sanity checks and testing. But real data is more complex. ### Motivation - Performance testing of frequently...
### 🚀 Feature Request ```python class Dataset: train: TSDataset test: TSDataset dataset_path: str # url or repositary url freq: str known_future: Optional[List[Feature]] unknown_future: Optional[List[Feature]] cache_path: Optional[pathlib.Path] metadata: dict tags: List[str]...
### 🚀 Feature Request We show dropped columns during fitting SARIMAX, but don't show it for the Prophet. ### Proposal We should add the list of dropped columns during fitting...
### 🐛 Bug Report If we use FoldMask and there is intersection between folds `plot_backtest_interactive` raises error ### Expected behavior It should work like non-iteractive version ### How To Reproduce...
### 🚀 Feature Request Make the backtest time complexity O(n+m) instead of O(n*m), where n, m - number of folds for the backtest on fit and the actual backtest. ###...
### 🚀 Feature Request Last fixes for EDA methods ### Motivation Make our EDA methods better ### Proposal 1. Now `plot_time_series_with_change_points` does not work with NaNs in the middle of...
### 🚀 Feature Request Update notebooks with new EDA methods ### Motivation Make users familiar with the new method ### Proposal 1. Backtest - Use another model, Prophet generates tones...
### Checklist - [X] I have searched the issues. - [X] I have searched the docs. ### ❓ Questions and Help Some tasks require us to delete some time periods...