tinkoff-ai/etna 1.8.0

etna 1.8.0

on GitHub

Added

• Width and Coverage metrics for prediction intervals (#638)
• Masked backtest (#613)
• Add seasonal_plot (#628)
• Add plot_periodogram (#606)
• Add support of quantiles in backtest (#652)
• Add prediction_actual_scatter_plot (#610)
• Add plot_holidays (#624)
• Add instruction about documentation formatting to contribution guide (#648)
• Seasonal strategy in TimeSeriesImputerTransform (#639)

Changed

• Add logging to Metric.__call__ (#643)
• Add in_column to plot_anomalies, plot_anomalies_interactive (#618)
• Add logging to TSDataset.inverse_transform (#642)

Fixed

• Passing non default params for default models STLTransform (#641)
• Fixed bug in SARIMAX model with horizon=1 (#637)
• Fixed bug in models get_model method (#623)
• Fixed unsafe comparison in plots (#611)
• Fixed plot_trend does not work with Linear and TheilSen transforms (#617)
• Improve computation time for rolling window statistics (#625)
• Don't fill first timestamps in TimeSeriesImputerTransform (#634)
• Fix documentation formatting (#636)
• Fix bug with exog features in AutoRegressivePipeline (#647)
• Fix missed dependencies (#656)
• Fix custom_transform_and_model notebook (#651)
• Fix MyBinder bug with dependencies (#650)