inverse_transform in TimeSeriesImputerTransform

[julia-shenshina]

🚀 Feature Request

Add inverse_transform methods for TimeSeriesImputerTransform

Motivation

In case of inplace transformation we expect smth like inverse_transform(transform(x)) == x.

Proposal

Save list of missing values on fit_transform stage, replace the corresponding timestamps with None in inverse_transform

Test cases

For TimeSeriesImputerTransform add tests that check inverse_transform(transform(x)) == x + check that inverse_transform(future_x) == future_x

Alternatives

No response

Additional context

No response

Checklist

• Added feature request
• Added motivation
• Added proposal