etna
etna copied to clipboard
tinkoff-ai
ETNA – Time-Series Library
### 🚀 Feature Request Replace per-segment iteration in some transforms ### Motivation This might make it a bit faster ### Proposal Rewrite [this](https://github.com/tinkoff-ai/etna/blob/f4d0a34c90baa27a18ae100605bb606dc3d5aabb/etna/transforms/statistics.py#L90) procedure without a cycle in the following...
### 🚀 Feature Request Fix some issues in `plot_residuals` ### Motivation Make eda method better ### Proposal 1. Add parameter `mode: Union[Literal["macro"], Literal["per-segment"]] = "per-segment"` - Mode "per-segment" is the...
### 🐛 Bug Report We drop NaNs in fit [here](https://github.com/tinkoff-ai/etna/blob/828a39e3ad59ef403adab6f0dd525aa76c942642/etna/models/base.py#L207) and [here](https://github.com/tinkoff-ai/etna/blob/828a39e3ad59ef403adab6f0dd525aa76c942642/etna/models/base.py#L370), however some models like Catboost are able to work with NaNs. ### Expected behavior We need to decide...
### 🚀 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...
### 🚀 Feature Request Models and Pipelines should have feature importance method. ### Motivation It is useful way to analyse model robustness. It's a pity we don't have it. ###...
### Checklist - [X] I have searched the issues. - [X] I have searched the docs. ### ❓ Questions and Help Let's say I have a `ts` with `D` frequency...
### 🚀 Feature Request This way we can describe the concept of how etna package is organised. ### Motivation It may be not clear for the users where to look...
### 🚀 Feature Request Add script with Optuna run example ### Motivation Some users use Optuna for hyperparameters tuning and it'll be great if we also cover this example ###...
### 🚀 Feature Request Create class OptunaHyperparamRunner that uses inner hyperparams area info of Models and Transforms to create objective function to tune with Optuna ### Motivation It will be...
### 🚀 Feature Request Make transforms save out columns in `out_column` attribute. ### Motivation More convenient approach to handle out columns ### Proposal - For every transform create attribute `self.out_column:...