Add plot_holidays

[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 #586.

Related Issue

#586.

Closing issues

Closes #586.

[Mr-Geekman]

Example script:

import matplotlib.pyplot as plt
import numpy as np
import pandas as pd

from etna.analysis import plot_holidays
from etna.datasets import TSDataset


def main():
    rng = np.random.default_rng(42)

    df = pd.read_csv("examples/data/example_dataset.csv", parse_dates=["timestamp"])
    ts = TSDataset(df=TSDataset.to_dataset(df), freq="D")

    # plain iso
    plot_holidays(ts=ts, holidays="RU")
    plt.savefig("holidays_plain_iso")

    # plain dataframe
    timestamp = pd.date_range("2020-01-01", periods=100, freq="D")
    df = pd.DataFrame({"timestamp": timestamp, "target": rng.normal(size=len(timestamp)), "segment": "segment_0"})
    ts = TSDataset(df=TSDataset.to_dataset(df), freq="D")
    holidays_df = pd.DataFrame(
        {
            "timestamp": timestamp,
            "New Year": [1.0] * 10 + [0.0] * 90,
            "Some Holiday": [0.0] * 11 + [1.0] * 4 + [0.0] * 85,
            "Single Holiday 1": [0.0] * 20 + [1.0] + [0.0] * 79,
            "Single Holiday 2": [0.0] * 50 + [1.0] + [0.0] * 49,
            "Single Holiday 3": [0.0] * 80 + [1.0] + [0.0] * 19,
        }
    )
    holidays_df = holidays_df.set_index("timestamp")
    plot_holidays(ts=ts, holidays=holidays_df)
    plt.savefig("holidays_plain_df")

    # resampling iso
    timestamp = pd.date_range("2020-01-01", periods=3000, freq="H")
    df = pd.DataFrame({"timestamp": timestamp, "target": rng.normal(size=len(timestamp)), "segment": "segment_0"})
    ts = TSDataset(df=TSDataset.to_dataset(df), freq="H")
    plot_holidays(ts=ts, holidays="RU")
    plt.savefig("holidays_resample_iso")


if __name__ == "__main__":
    main()

holidays_plain_iso:

holidays_plain_df:

holidays_resample_iso:

[codecov-commenter]

Codecov Report

Merging #624 (dc3f05a) into master (fb53641) will decrease coverage by 31.40%.
The diff coverage is 12.96%.

@@             Coverage Diff             @@
##           master     #624       +/-   ##
===========================================
- Coverage   84.60%   53.19%   -31.41%     
===========================================
  Files         118      118               
  Lines        6033     6087       +54     
===========================================
- Hits         5104     3238     -1866     
- Misses        929     2849     +1920     

Impacted Files	Coverage Δ
etna/analysis/plotters.py	10.99% <11.32%> (-11.15%)	⬇️
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	27.02% <0.00%> (-72.98%)	⬇️
etna/transforms/timestamp/time_flags.py	27.02% <0.00%> (-72.98%)	⬇️
... and 68 more

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[Mr-Geekman]

Example with intersecting holidays (look at the script above and replace holidays_df there). Hoidays:

holidays_df = pd.DataFrame(
        {
            "timestamp": timestamp,
            "New Year": [1.0] * 10 + [0.0] * 90,
            "Some Holiday": [0.0] * 11 + [1.0] * 4 + [0.0] * 85,
            "Single Holiday 1": [0.0] * 20 + [1.0] + [0.0] * 79,
            "Single Holiday 2": [0.0] * 50 + [1.0] + [0.0] * 49,
            "Single Holiday 3": [0.0] * 80 + [1.0] + [0.0] * 19,
        }
    )

Result: