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Inference v2.1 for etna v1 #1178

Merged
merged 26 commits into from
Mar 23, 2023
Merged

Inference v2.1 for etna v1 #1178

merged 26 commits into from
Mar 23, 2023

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Mr-Geekman
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Before submitting (must do checklist)

  • Did you read the contribution guide?
  • Did you update the docs? We use Numpy format for all the methods and classes.
  • Did you write any new necessary tests?
  • Did you update the CHANGELOG?

Proposed Changes

Add

  • Add refit parameter into backtest (#1159)
  • Add stride parameter into backtest (#1165)
  • Add optional parameter ts into forecast method of pipelines (#1071)
  • Add tests on transform method of transforms on subset of segments, on new segments, on future with gap (#1094)
  • Add tests on inverse_transform method of transforms on subset of segments, on new segments, on future with gap (#1127)

Change

  • Add more scenarios into tests for models (#1082)
  • Decouple SeasonalMovingAverageModel from PerSegmentModelMixin (#1132)
  • Decouple DeadlineMovingAverageModel from PerSegmentModelMixin (#1140)

Fix

  • Fix inference tests on new segments for DeepARModel and TFTModel (#1109)
  • Fix alignment during forecasting in new NNs, add validation of context size during forecasting in new NNs, add validation of batch in MLPNet (#1108)
  • Fix MeanSegmentEncoderTransform to work with subset of segments and raise error on new segments (#1104)
  • Fix outliers transforms on future with gap (#1147)
  • Fix SegmentEncoderTransform to work with subset of segments and raise error on new segments (#1103)
  • Fix SklearnTransform in per-segment mode to work on subset of segments and raise error on new segments (#1107)
  • Fix OutliersTransform and its children to raise error on new segments (#1139)
  • Fix DifferencingTransform to raise error on new segments during transform and inverse_transform in inplace mode (#1141)
  • Teach DifferencingTransform to inverse_transform with NaNs (#1155)

Closing issues

Mr-Geekman and others added 20 commits January 19, 2023 13:02
…a-v1

# Conflicts:
#	CHANGELOG.md
#	etna/pipeline/base.py
#	etna/pipeline/hierarchical_pipeline.py
#	etna/transforms/utils.py
#	tests/test_pipeline/test_hierarchical_pipeline.py
@Mr-Geekman Mr-Geekman added this to the Inference 2.1 milestone Mar 21, 2023
@Mr-Geekman Mr-Geekman self-assigned this Mar 21, 2023
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github-actions bot commented Mar 21, 2023

@github-actions github-actions bot temporarily deployed to pull request March 21, 2023 15:34 Inactive
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codecov-commenter commented Mar 21, 2023

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@github-actions github-actions bot temporarily deployed to pull request March 23, 2023 09:30 Inactive
@Mr-Geekman Mr-Geekman merged commit b7cd3b5 into etna_v1 Mar 23, 2023
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3 participants