etna 1.10.0

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)

etna 1.9.0

Added

• Add plot_metric_per_segment (#658)
• Add metric_per_segment_distribution_plot (#666)

Changed

• Remove parameter normalize in linear models (#686)

Fixed

• Add missed forecast_params in forecast CLI method (#671)
• Add _per_segment_average method to the Metric class (#684)
• Fix get_statistics_relevance_table working with NaNs and categoricals (#672)
• Fix bugs and documentation for stl_plot (#685)
• Fix cuda docker images (#694])

etna 1.8.0

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)

etna 1.7.0

Highlights:

• New plots (a lot!): imputation, trend, change points, residuals, qq-plot, feature relevance, stl.
• New regressors logic in TSDatasets, Transforms and Models
• Added jupyter notebook with regressors example
• Prediction intervals visualization in plot_forecast
• Detrending could be polynomial
• Added installation instruction for M1
• Fixed TSDataset when plot method does not plot all required segments
• VotingEnsemble allows to set weights of estimator as weights of pipelines

Full changelog:

Added

• Regressors logic to TSDatasets init (#357)
• FutureMixin into some transforms (#361)
• Regressors updating in TSDataset transform loops (#374)
• Regressors handling in TSDataset make_future and train_test_split (#447)
• Prediction intervals visualization in plot_forecast (#538)
• Add plot_imputation (#598)
• Add plot_time_series_with_change_points function (#534)
• Add plot_trend (#565)
• Add find_change_points function (#521)
• Add option day_number_in_year to DateFlagsTransform (#552)
• Add plot_residuals (#539)
• Add get_residuals (#597)
• Create PerSegmentBaseModel, PerSegmentPredictionIntervalModel (#537)
• Create MultiSegmentModel (#551)
• Add qq_plot (#604)
• Add regressors example notebook (#577)
• Create EnsembleMixin (#574)
• Add option season_number to DateFlagsTransform (#567)
• Create BasePipeline, add prediction intervals to all the pipelines, move parameter n_fold to forecast (#578)
• Add stl_plot (#575)
• Add plot_features_relevance (#579)
• Add community section to README.md (#580)
• Create AbstaractPipeline (#573)
• Option "auto" to weights parameter of VotingEnsemble, enables to use feature importance as weights of base estimators (https://github.com/tinkoff-ai/etna/pull/587[](https://github.com/tinkoff-ai/etna/releases/edit/1.7.0#changed-1))

Changed

• Change the way ProphetModel works with regressors (#383)
• Change the way SARIMAXModel works with regressors (#380)
• Change the way Sklearn models works with regressors (#440)
• Change the way FeatureSelectionTransform works with regressors, rename variables replacing the "regressor" to "feature" (#522)
• Add table option to ConsoleLogger (#544)
• Installation instruction (#526)
• Update plot_forecast for multi-forecast mode (#584)
• Trainer kwargs for deep models (#540)
• Update CONTRIBUTING.md (#536)
• Rename _CatBoostModel, _HoltWintersModel, _SklearnModel (#543)
• Add logging to TSDataset.make_future, log repr of transform instead of class name (#555)
• Rename _SARIMAXModel and _ProphetModel, make SARIMAXModel and ProphetModel inherit from PerSegmentPredictionIntervalModel (#549)
• Update get_started section in README (#569)
• Make detrending polynomial (#566)
• Update documentation about transforms that generate regressors, update examples with them (#572)
• Fix that segment is string (#602)
• Make LabelEncoderTransform and OneHotEncoderTransform multi-segment (https://github.com/tinkoff-ai/etna/pull/554[](https://github.com/tinkoff-ai/etna/releases/edit/1.7.0#fixed-1))

Fixed

• Fix TSDataset._update_regressors logic removing the regressors (#489)
• Fix TSDataset.info, TSDataset.describe methods (#519)
• Fix regressors handling for OneHotEncoderTransform and HolidayTransform (#518)
• Fix wandb summary issue with custom plots (#535)
• Small notebook fixes (#595)
• Fix import Literal in plotters (#558)
• Fix plot method bug when plot method does not plot all required segments (#596)
• Fix dependencies for ARM (#599)
• [BUG] nn models make forecast without inverse_transform (#541)

etna 1.6.3

Highlights:

• Fix for version incompatibility of scipy and statsmodels

Full changelog:

Fixed

• Fixed adding unnecessary lag=1 in statistics (#523)
• Fixed wrong MeanTransform behaviour when using alpha parameter (#523)
• Fix processing add_noise=True parameter in datasets generation (#520)
• Fix scipy version (#525)

etna 1.6.2

Full changelog:

Added

• Holt-Winters', Holt and exponential smoothing models (#502)

Fixed

• Bug with exog features in DifferencingTransform.inverse_transform (#503)

etna 1.6.1

Full changelog:

Added

• Allow choosing start and end in TSDataset.plot method (488)

Changed

• Make TSDataset.to_flatten faster (#475)
• Allow logger percentile metric aggregation to work with NaNs (#483)

Fixed

• Can't make forecasting with pipelines, data with nans, and Imputers (#473)

etna 1.6.0

Highlights:

• New transforms for feature engineering: DifferencingTransform, OneHotEncoderTransform, LabelEncoderTransform, MADTransform.
• New transform for feature selection: MRMRFeatureSelectionTransform.
• Warnings in docstrings about possible look-ahead bias in case of using some transfroms.
• Version update of sklearn, pytorch-forecasting and PytorchForecastingTransform api minor changes.
• Fixes for SARIMAX non-default parameters.
• TSDataset.describe method for high-level information about provided time series: % of missing values, number of segments, first and last dates and etc.

Full changelog:

Added

• Method TSDataset.info (#409)
• DifferencingTransform (#414)
• OneHotEncoderTransform and LabelEncoderTransform (#431)
• MADTransform (#441)
• MRMRFeatureSelectionTransform (#439)
• Possibility to change metric representation in backtest using Metric.name (#454)
• Warning section in documentation about look-ahead bias (#464)
• Parameter figsize to all the plotters #465

Changed

• Change method TSDataset.describe (#409)
• Group Transforms according to their impact (#420)
• Change the way LagTransform, DateFlagsTransform and TimeFlagsTransform generate column names (#421)
• Clarify the behaviour of TimeSeriesImputerTransform in case of all NaN values (#427)
• Fixed bug in title in sample_acf_plot method (#432)
• Pytorch-forecasting and sklearn version update + some pytroch transform API changing (#445)

Fixed

• Add relevance_params in GaleShapleyFeatureSelectionTransform (#410)
• Docs for statistics transforms (#441)
• Handling NaNs in trend transforms (#456)
• Logger fails with StackingEnsemble (#460)
• SARIMAX parameters fix (#459)
• [BUG] Check pytorch-forecasting models with freq > "1D" (#463)

etna 1.5.0

Highlights:

• We extend our family of loggers by adding S3FileLogger and LocalFileLogger. They partially duplicate behaviour of WandbLogger: you can run multiple experiments (via Optuna, HyperOpt or cutom loop as example) with different hyperparameters and transformers, save results locally or on S3 and analyze results afterwards.
• HolidayTransfrom on the base of holidays library.
• Bug fixies for prediction intervals - now they change after inverse_transform like target.
• We change behaviour of fit_transform:
  • before we raised error if some timeseries ended on NaN values
  • now checking will be made only before forecasting phase, so you can fill NaNs with TimeSeriesImputerTransform and make predictions without raised errors.

N.B.

Special thanks to @Gewissta and his videos about timeseries analysis with ETNA library

• Part 1 (Russian)
• Part 2 (Russian)

Full changelog:

Added

• Holiday Transform (#359)
• S3FileLogger and LocalFileLogger (#372)
• Parameter changepoint_prior_scale to ProphetModel (#408)

Changed

• Set strict_optional = True for mypy (#381)
• Move checking the series endings to make_future step (#413)

Fixed

• Sarimax bug in future prediction with quantiles (#391)
• Catboost version too high (#394)
• Add sorting of classes in left bar in docs (#397)
• nn notebook in docs (#396)
• SklearnTransform column name generation (#398)
• Inverse transform doesn't affect quantiles (#395)

etna 1.4.2

• Fix docs generation