This is our first release 🎉
More to come!
Stay tuned!
Added
- Models
- CatBoost
- Prophet
- Seasonal Moving Average
- Naive
- Linear
- Transforms
- Rolling statistics
- Trend removal
- Segment encoder
- Datetime flags
- Sklearn skalers (MinMax, Robust, MinMaxAbs, Standard, MaxAbs)
- BoxCox, YeoJohnson, LogTransform
- Lag operator
- NaN imputer
- TimeSeriesCrossValidation
- Time Series Dataset (TSDataset)
- Playground datasets generation (AR, constant, periodic, from pattern)
- Matrics (MAE, MAPE, SMAPE, MedAE, MSE, MSLE, R^2)
- EDA mehods
- Outliers detection
- PACF plot
- Cross correlation plot
- Destribution plot
- Anomalies (Outliers) plot
- Backtest (CrossValidation) plot
- Forecast plot