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Create MultisegmentModel #551

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merged 5 commits into from
Feb 21, 2022
Merged

Create MultisegmentModel #551

merged 5 commits into from
Feb 21, 2022

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alex-hse-repository
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@alex-hse-repository alex-hse-repository commented Feb 21, 2022

IMPORTANT: Please do not create a Pull Request without creating an issue first.

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  • Did you read the contribution guide?
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closes #509

@alex-hse-repository alex-hse-repository added the enhancement New feature or request label Feb 21, 2022
@alex-hse-repository alex-hse-repository self-assigned this Feb 21, 2022
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codecov-commenter commented Feb 21, 2022

Codecov Report

Merging #551 (3ff67e5) into master (f77c56d) will decrease coverage by 0.07%.
The diff coverage is 96.29%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #551      +/-   ##
==========================================
- Coverage   87.34%   87.27%   -0.08%     
==========================================
  Files         118      118              
  Lines        5704     5688      -16     
==========================================
- Hits         4982     4964      -18     
- Misses        722      724       +2     
Impacted Files Coverage Δ
etna/models/base.py 87.91% <95.23%> (+0.32%) ⬆️
etna/models/catboost.py 100.00% <100.00%> (ø)
etna/models/sklearn.py 93.93% <100.00%> (-2.14%) ⬇️

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@martins0n martins0n self-requested a review February 21, 2022 08:02
@@ -336,3 +336,72 @@ def forecast(
ts.df = df
ts.inverse_transform()
return ts


class MultisegmentModel(FitAbstractModel, ForecastAbstractModel, BaseMixin):
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MultisegmentModel vs PerSegmentBaseModel, PerSegmentModel -- in the first case we use lower s, in the second -- upper S

Model after fit
"""
df = ts.to_pandas(flatten=True)
df = df.dropna() # TODO
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Can we create issue and reference it here?

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👍

@martins0n martins0n enabled auto-merge (squash) February 21, 2022 15:37
@martins0n martins0n merged commit ce01de0 into master Feb 21, 2022
@martins0n martins0n deleted the issue-509 branch February 21, 2022 21:18
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Create MultisegmentModel and inherit all Multisegment models from it
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