etna
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tinkoff-ai
ETNA – Time-Series Library
### 🚀 Feature Request Add new metrics to library ### Motivation etna lib should contain all modern (and not so modern) and useful metrics. ### Proposal Add - MASE (https://github.com/alan-turing-institute/sktime/blob/db50067185c42a46f6c670c9f2099ccf0d1ba41b/sktime/performance_metrics/forecasting/_functions.py#L322)...
### 🐛 Bug Report CatBoost throws error ``` 694 """ 695 if len(label) == 0: --> 696 raise CatBoostError("Labels variable is empty.") 697 698 def _check_label_shape(self, label, samples_count): CatBoostError: Labels...
### 🚀 Feature Request With the structure of this package it seems like there is a great opportunity to further improve the model selection process using the existing cross-validation and...
## Before submitting (must do checklist) - [ ] Did you read the [contribution guide](https://github.com/tinkoff-ai/etna/blob/master/CONTRIBUTING.md)? - [ ] Did you update the docs? We use Numpy format for all the...
Change returned model in `get_model` of `HoltWintersModel`, `HoltModel`, `SimpleExpSmoothingModel`
## Before submitting (must do checklist) - [x] Did you read the [contribution guide](https://github.com/tinkoff-ai/etna/blob/master/CONTRIBUTING.md)? - [x] Did you update the docs? We use Numpy format for all the methods and...
### 🚀 Feature Request Currently, we return `self._model`, but I think that we should return `self._result`, because `self._model` doesn't contain info about fitted model. ### Proposal Return `self._result` instead of...
## Before submitting (must do checklist) - [ ] Did you read the [contribution guide](https://github.com/tinkoff-ai/etna/blob/master/CONTRIBUTING.md)? - [ ] Did you update the docs? We use Numpy format for all the...
DL models backlog to be implemented: | name | TLDR | priority | | ------- | -------| --------| | [Autoformer](https://arxiv.org/pdf/2106.13008.pdf) | current best $\mathcal{O}( N \log N)$ transformer. Long horizon...
## Before submitting (must do checklist) - [x] Did you read the [contribution guide](https://github.com/tinkoff-ai/etna/blob/master/CONTRIBUTING.md)? - [x] Did you update the docs? We use Numpy format for all the methods and...
### 🚀 Feature Request ExpandingWindowSplitter, SingleWindowSplitter, SlidingWindowSplitter ссылка на ноутбук с примерами: https://notebooks.githubusercontent.com/view/ipynb?browser=unknown_browser&color_mode=auto&commit=2819b03b5ccd9a91105c78610ab9e301c2ca426c&device=unknown_device&enc_url=68747470733a2f2f7261772e67697468756275736572636f6e74656e742e636f6d2f736b74696d652f736b74696d652f323831396230336235636364396139313130356337383631306162396533303163326361343236632f6578616d706c65732f77696e646f775f73706c6974746572732e6970796e62&logged_in=false&nwo=sktime%2Fsktime&path=examples%2Fwindow_splitters.ipynb&platform=unknown_platform&repository_id=156401841&repository_type=Repository&version=0 ### Proposal Уважаемые разработчики , рассмотрите пожалуйста возможность добавления в ETNA , таких вариантов кросс-проверки , как...
