tinkoff-ai/etna 1.10.0

etna 1.10.0

on GitHub

Highlights:

• BATS, TBATS and AutoArima models
• Fix of empirical prediction intervals

Full changelog:

Added

• Add Sign metric (#730)
• Add AutoARIMA model (#679)
• Add parameters start, end to some eda methods (#665)
• Add BATS and TBATS model adapters (#678)
• Jupyter extension for black (#742)

Changed

• Change color of lines in plot_anomalies and plot_clusters, add grid to all plots, make trend line thicker in plot_trend (#705)
• Change format of holidays for holiday_plot (#708)
• Make feature selection transforms return columns in inverse_transform(#688)
• Add xticks parameter for plot_periodogram, clip frequencies to be >= 1 (#706)
• Make TSDataset method to_dataset work with copy of the passed dataframe (#741)

Fixed

• Fix bug when ts.plot does not save figure (#714)
• Fix bug in plot_clusters (#675)
• Fix bugs and documentation for cross_corr_plot (#691)
• Fix bugs and documentation for plot_backtest and plot_backtest_interactive (#700)
• Make STLTransform to work with NaNs at the beginning (#736)
• Fix tiny prediction intervals (#722)
• Fix deepcopy issue for fitted deepmodel (#735)
• Fix making backtest if all segments start with NaNs (#728)
• Fix logging issues with backtest while emp intervals using (#747)