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etna 2.4.0
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@d-a-bunin d-a-bunin released this 15 Dec 15:32
· 122 commits to master since this release
2.4.0
9417d61
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Learn about vigilant mode.

Highlights

  • Add module etna.experimental.prediction_intervals with new model-agnostic methods to generate prediction intervals
  • Add notebook about prediction intervals
  • Add DeepARNativeModel
  • Optimize TSDataset.to_hierarchical_dataset, BasePipeline._validate_backtest_dataset, datasets.utils.duplicate_data

Full changelog

Added

  • Add params_to_tune for DeepStateModel (#115)
  • Handle new functionality for prediction intervals in the plot_forecast (#130)
  • Add get_historical_forecasts to pipelines for forecast estimation at each fold on the historical dataset (#143)
  • ConformalPredictionIntervals method for prediction intervals estimation (#152)
  • Add DeepARNativeModel (#114)
  • EmpiricalPredictionIntervals method for prediction intervals estimation (#173)
  • Prediction intervals tutorial notebook (#189)

Changed

  • Change warning condition on loading object saved under different library version (#31)

Fixed

  • Speed up segment column creation in TSDataset.to_hierarchical_dataset (#194)
  • Speed up BasePipeline._validate_backtest_dataset (#194)
  • Speed up datasets.utils.duplicate_data (#194)
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