Add plot_imputation

[Mr-Geekman]

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

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?

Type of Change

• Examples / docs / tutorials / contributors update
• Bug fix (non-breaking change which fixes an issue)
• Improvement (non-breaking change which improves an existing feature)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Proposed Changes

Look #588.

Related Issue

#588.

Closing issues

Closes #588.

[Mr-Geekman]

Example script

import matplotlib.pyplot as plt
import pandas as pd

from etna.analysis import plot_imputation
from etna.datasets import TSDataset
from etna.transforms import DensityOutliersTransform
from etna.transforms import TimeSeriesImputerTransform


def main():
    df = pd.read_csv("examples/data/example_dataset.csv", parse_dates=["timestamp"])
    ts = TSDataset(df=TSDataset.to_dataset(df), freq="D")
    outliers_transform = DensityOutliersTransform(in_column="target", distance_coef=1.0)
    ts.fit_transform(transforms=[outliers_transform])

    # imputers
    imputer_zero = TimeSeriesImputerTransform(in_column="target", strategy="zero")
    imputer_running_mean = TimeSeriesImputerTransform(in_column="target", strategy="running_mean")
    imputer_forward_fill = TimeSeriesImputerTransform(in_column="target", strategy="forward_fill")

    # plots
    plot_imputation(ts=ts, imputer=imputer_zero)
    plt.savefig("imputer_zero")

    plot_imputation(ts=ts, imputer=imputer_running_mean)
    plt.savefig("imputer_running_mean")

    plot_imputation(ts=ts, imputer=imputer_forward_fill)
    plt.savefig("imputer_forward_fill")


if __name__ == "__main__":
    main()

imputer_zero:

imputer_running_mean:

imputer_forward_fill:

[codecov-commenter]

Codecov Report

Merging #598 (72339d8) into master (a321f5a) will decrease coverage by 31.94%.
The diff coverage is 11.76%.

@@             Coverage Diff             @@
##           master     #598       +/-   ##
===========================================
- Coverage   85.35%   53.41%   -31.95%     
===========================================
  Files         117      117               
  Lines        5789     5806       +17     
===========================================
- Hits         4941     3101     -1840     
- Misses        848     2705     +1857     

Impacted Files	Coverage Δ
etna/analysis/plotters.py	11.87% <6.25%> (-4.94%)	⬇️
etna/analysis/__init__.py	100.00% <100.00%> (ø)
etna/commands/__init__.py	0.00% <0.00%> (-100.00%)	⬇️
etna/commands/backtest_command.py	0.00% <0.00%> (-96.43%)	⬇️
etna/commands/forecast_command.py	0.00% <0.00%> (-92.00%)	⬇️
etna/commands/__main__.py	0.00% <0.00%> (-87.50%)	⬇️
etna/commands/resolvers.py	0.00% <0.00%> (-80.00%)	⬇️
etna/analysis/outliers/density_outliers.py	22.44% <0.00%> (-75.52%)	⬇️
etna/datasets/datasets_generation.py	26.47% <0.00%> (-73.53%)	⬇️
etna/transforms/timestamp/time_flags.py	27.02% <0.00%> (-72.98%)	⬇️
... and 67 more

📣 Codecov can now indicate which changes are the most critical in Pull Requests. Learn more

[martins0n]

👍