Etna

Added
- Add `load_dataset` to public API ([484](https://github.com/etna-team/etna/pull/484))
- Add example of using custom pipeline pools in `Auto` ([504](https://github.com/etna-team/etna/pull/504))
- Add `MetricWithMissingHandling` base class, change signature of `etna.metrics.Metric` to return `None` values ([514](https://github.com/etna-team/etna/pull/514))
- Add `ChronosModel` ([511](https://github.com/etna-team/etna/pull/511))
- Add `ChronosBoltModel` ([511](https://github.com/etna-team/etna/pull/511))
- Add usage example of `ChronosModel` and `ChronosBoltModel` in `202-NN_examples` notebook ([511](https://github.com/etna-team/etna/pull/511))
- Add `TimesFMModel` ([544](https://github.com/etna-team/etna/pull/544))
- Add usage example of `TimesFMModel` in `202-NN_examples` notebook ([544](https://github.com/etna-team/etna/pull/544))
- Add `MissingCounter` metric ([520](https://github.com/etna-team/etna/pull/520))

Changed
- Add docstring warning about handling non-regressors (including target) to children of `WindowStatisticsTransform` ([474](https://github.com/etna-team/etna/pull/474))
- Add parameter `missing_mode` into `MSE` metric ([515](https://github.com/etna-team/etna/pull/515))
- Add parameter `missing_mode` into `MAE` metric ([523](https://github.com/etna-team/etna/pull/523))
- Add parameter `missing_mode` into `MAPE` and `SMAPE` metrics ([524](https://github.com/etna-team/etna/pull/524))
- Add parameter `missing_mode` into `Sign`, `WAPE` and `MaxDeviation` metrics ([530](https://github.com/etna-team/etna/pull/530))
- Add parameter `missing_mode` into `Coverage` and `Width` metrics ([541](https://github.com/etna-team/etna/pull/541))
- Update `aggregate_metrics_df` to work with `None` values ([522](https://github.com/etna-team/etna/pull/522))
- Rework validation of `FoldMask` to not fail on tail nans ([536](https://github.com/etna-team/etna/pull/536))
- Add parameter `missing_mode` into `R2` and `MedAE` metrics ([537](https://github.com/etna-team/etna/pull/537))
- Update `analysis.forecast.plots.plot_metric_per_segment` to handle `None` from metrics ([540](https://github.com/etna-team/etna/pull/540))
- Add parameter `missing_mode` into `RMSE` and `MSLE` metrics ([542](https://github.com/etna-team/etna/pull/542))
- Update `analysis.forecast.plots.metric_per_segment_distribution_plot` to handle `None` from metrics ([543](https://github.com/etna-team/etna/pull/543))
- Add example on using custom `params_to_tune` in `Tune` ([547](https://github.com/etna-team/etna/pull/547))

Fixed
- Fix working with `embedding_sizes` in `202-NN_examples` notebook ([489](https://github.com/etna-team/etna/pull/489))
- Disallow dropping target in `TSDataset.drop_features` ([491](https://github.com/etna-team/etna/pull/491))
- Optimize memory usage in `TFTNativeModel` by eliminating copying during making samples ([494](https://github.com/etna-team/etna/pull/494))
- Optimize memory usage in `DeepStateModel` and `DeepARNativeModel` by eliminating copying during making samples ([499](https://github.com/etna-team/etna/pull/499))
- Fix working with NaN target in `MeanEncoderTransform` ([492](https://github.com/etna-team/etna/pull/492))
- Fix `target` leakage in `MeanSegmentEncoderTransform` ([503](https://github.com/etna-team/etna/pull/503))
- Add handling scikit-learn version >= 1.4 in `OneHotEncoderTransform` and `HierarchicalClustering` ([529](https://github.com/etna-team/etna/pull/529))

Added
- Add `**kwargs` argument description for models based on `LinearRegression`, `ElasticNet` and `CatBoostRegressor` ([454](https://github.com/etna-team/etna/pull/454))
- Add possibility to load pretrained embedding models ([461](https://github.com/etna-team/etna/pull/461))
- Add `is_freezed` parameter to `TS2VecEmbeddingModel` and `TSTCCEmbeddingModel` ([461](https://github.com/etna-team/etna/pull/461))
- Add test on working without extras ([463](https://github.com/etna-team/etna/pull/463))

Changed
- Add support of property attributes in `__repr__` and `to_dict` of `BaseMixin` ([469](https://github.com/etna-team/etna/pull/469))

Fixed
- Fix `IForestOutlierTransform` failed with ignored `target` column ([460](https://github.com/etna-team/etna/pull/460))
- Add lower limit for `typing_extension` versions ([458](https://github.com/etna-team/etna/pull/458))
- Fix `ModelDecomposeTransform` import without `prophet` module ([459](https://github.com/etna-team/etna/pull/459))
- Convert `segment` to string during reading csv in `backtest` and `forecast` commands ([470](https://github.com/etna-team/etna/pull/470))
- Fix holidays during loading datasets `traffic_2008_10T` and `traffic_2008_hourly` ([462](https://github.com/etna-team/etna/pull/462))

Added
- Add `get_anomalies_iqr` function for anomaly detection ([374](https://github.com/etna-team/etna/pull/374))
- Add `get_anomalies_isolation_forest` method for anomaly detection ([375](https://github.com/etna-team/etna/pull/375))
- Add `IForestOutlierTransform` ([381](https://github.com/etna-team/etna/pull/381))
- Add `IQROutlierTransform` ([387](https://github.com/etna-team/etna/pull/387))
- Add `num_workers` parameter to `TS2VecEmbeddingModel` ([396](https://github.com/etna-team/etna/pull/396))
- Add `get_anomalies_mad` function for anomaly detection ([398](https://github.com/etna-team/etna/pull/398))
- Add `TSDataset.features` property to get list of all features in a dataset ([405](https://github.com/etna-team/etna/pull/405))
- Add `MADOutlierTransform` class for anomaly detection ([415](https://github.com/etna-team/etna/pull/415))
- Add `MeanEncoderTransform` ([413](https://github.com/etna-team/etna/pull/413))
- Add `FourierDecomposeTransform` transform for series decomposition using DFT ([430](https://github.com/etna-team/etna/pull/430))
- Add `ModelDecomposeTransform` transform for series decomposition using ETNA models ([427](https://github.com/etna-team/etna/pull/427))

Changed
- Allow to change `device`, `batch_size` and `num_workers` of embedding models ([396](https://github.com/etna-team/etna/pull/396))
- Update pipelines documentation ([408](https://github.com/etna-team/etna/pull/408))
- Update formulas for metrics in documentation ([406](https://github.com/etna-team/etna/pull/406))
- Update documentation to explain how to contribute and work with discussions, update templates for issues ([395](https://github.com/etna-team/etna/pull/395))
- Remove "Other issue" template, update links to discussions in issue creation menu ([401](https://github.com/etna-team/etna/pull/401))

Fixed
- Fix rendering in 210 tutorial ([386](https://github.com/etna-team/etna/pull/386))
- Fix typo in 103 tutorial ([408](https://github.com/etna-team/etna/pull/408))
- Remove sorting of `ts.df` by timestamps in `plot_forecast` and `plot_forecast_decomposition` ([410](https://github.com/etna-team/etna/pull/410))
- Fix forecast visualization with `horizon=1` ([426](https://github.com/etna-team/etna/pull/426))
- Set upper bound `<2` on numpy version ([431](https://github.com/etna-team/etna/pull/431))
- Fix `VotingEnsemble`, `StackingEnsemble`, `DirectEnsemble` have a valid `params_to_tune` that returns empty dict ([432](https://github.com/etna-team/etna/pull/432))
- Fix passing custom model to `STLTransform` ([412](https://github.com/etna-team/etna/pull/412))
- Update `TSDataset.describe`, `TSDataset.info` to exclude target intervals and target components in `num_exogs` ([405](https://github.com/etna-team/etna/pull/405))

Fixed
- Fix errors when importing modules without `torch` extras ([382](https://github.com/etna-team/etna/pull/382))

Added
- Add `TS2VecEmbeddingModel` model ([253](https://github.com/etna-team/etna/pull/253))
- Add `EmbeddingSegmentTransform` ([265](https://github.com/etna-team/etna/pull/265))
- Add `EmbeddingWindowTransform` ([265](https://github.com/etna-team/etna/pull/265))
- Add `TSTCCEmbeddingModel` ([294](https://github.com/etna-team/etna/pull/294))
- Add `210-embedding_models` example notebook ([304](https://github.com/etna-team/etna/pull/304))
- Add parameter `drop_zero` into `MRMRFeatureSelectionTransform` ([308](https://github.com/etna-team/etna/issues/308))

Changed
- Allow `RNNModel` to work with categorical features ([334](https://github.com/etna-team/etna/pull/334))
- Allow `DeepARNativeModel` and `MLPModel` to work with categorical features ([336](https://github.com/etna-team/etna/pull/336))
- Allow `DeepState` to work with categorical features ([342](https://github.com/etna-team/etna/pull/342))
- Allow encoders to return numeric features ([352](https://github.com/etna-team/etna/pull/352))
- Enable cancelling old CI/CD runs after changes in a branch ([339](https://github.com/etna-team/etna/pull/339))

Fixed
- Fix FordA download url in classification notebook ([309](https://github.com/etna-team/etna/pull/309))
- Allow `seaborn` dependency to have higher version ([319](https://github.com/etna-team/etna/pull/319))
- Fix `MRMRFeatureSelectionTransform` to correctly handle less-is-better `relevance_table` ([308](https://github.com/etna-team/etna/issues/308))
- Fix `PatchTSModel` fails when using additional features ([376](https://github.com/etna-team/etna/issues/376))
- Fix `101-get-started` notebook to be rendered correctly ([340](https://github.com/etna-team/etna/pull/340))
- Fix `DeepStateModel` forecasting problem with horizon=1 ([377](https://github.com/etna-team/etna/pull/377))

Added
- Add `BinaryOperationTransform` to transforms ([260](https://github.com/etna-team/etna/pull/260))
- Add `TFTNativeModel` ([290](https://github.com/etna-team/etna/pull/290))
- Add warning on trying to pass numeric timestamp if freq is not None and add `_cast_index_to_datetime` ([214](https://github.com/etna-team/etna/pull/214))
- Add `infer_alignment`, `apply_alignment`, `make_timestamp_df` into `etna.dataset.utils` ([256](https://github.com/etna-team/etna/pull/256))
- Add `TSDataset.create_from_misaligned` constructor ([269](https://github.com/etna-team/etna/pull/269))
- Add tutorial about working with misaligned data ([288](https://github.com/etna-team/etna/pull/288))
- Add in `OutliersTransform` possibilities use `ignore_flag_column` to skip values use ignore ([291](https://github.com/etna-team/etna/pull/291))
- Add `get_anomalies_iqr` function for anomaly detection ([374](https://github.com/etna-team/etna/pull/374))

Changed
- Update glossary with terms related to working with misaligned data ([288](https://github.com/etna-team/etna/pull/288))
- Add ignoring of integer timestamp as a feature into native DL models ([210](https://github.com/etna-team/etna/pull/210))
- Update `pytorch_forecasting` models to handle integer timestamp ([208](https://github.com/etna-team/etna/pull/208))
- Update `datasets` module to work with integer timestamp ([146](https://github.com/etna-team/etna/pull/146))
- Add tests for `transform` on data with integer timestamp ([153](https://github.com/etna-team/etna/pull/153))
- Add tests for `models` on data with integer timestamp ([188](https://github.com/etna-team/etna/pull/188))
- Update `DateFlagsTransform`, `TimeFlagsTransform`, `HolidayTransform`, `SpecialDaysTransform`, `FourierTransform` to work with external timestamp ([169](https://github.com/etna-team/etna/pull/169))
- Update `analysis` module to work with integer timestamp ([161](https://github.com/etna-team/etna/pull/161))
- Update `StatsForecastARIMAModel`, `StatsForecastAutoARIMAModel`, `StatsForecastAutoCESModel`, `StatsForecastAutoETSModel`, `StatsForecastAutoThetaModel` to handle integer timestamp ([197](https://github.com/etna-team/etna/pull/197))
- Update `MRMRFeatureSelectionTransform` to handle integer timestamp ([164](https://github.com/etna-team/etna/pull/164))
- Update deseasonality transforms (`STLTransform`, `DeseasonalityTransform`) to handle integer timestamp ([174](https://github.com/etna-team/etna/pull/174))
- Update `HoltModel`, `HoltWintersModel`, `SimpleExpSmoothingModel`, `SARIMAXModel`, `AutoARIMAModel` to handle integer timestamp ((200)[https://github.com/etna-team/etna/pull/200])
- Update detrend transforms (`LinearTrendTransform`, `TheilSenTrendTransform`) to handle integer timestamp ([163](https://github.com/etna-team/etna/pull/163))
- Update `ResampleWithDistributionTransform` to work with integer timestamp ([165](https://github.com/etna-team/etna/pull/165))
- Update change point transforms (`ChangePointsSegmentationTransform`, `ChangePointsTrendTransform`, `ChangePointsLevelTransform`, `TrendTransform`) to handle integer timestamp ([176](https://github.com/etna-team/etna/pull/176))
- Update `BATSModel`, `TBATSModel` models to work with integer timestamp ([195](https://github.com/etna-team/etna/pull/195))
- Update `ProphetModel` to handle external timestamp ([203](https://github.com/etna-team/etna/pull/203))
- Remove checking frequency in `timestamp_column` of `ProphetModel` ([222](https://github.com/etna-team/etna/pull/222))
- Update `FourierTransform` to handle external datetime timestamp ([223](https://github.com/etna-team/etna/pull/223))
- Update `FoldMask` to work with integer timestamp, in `validate_on_dataset` method add validation on presence of `FoldMask` parameters in `ts.index`, add tests for `FoldMask` ([226](https://github.com/etna-team/etna/pull/226))
- Fix `FourierTransform` on integer index, add inference tests ([230](https://github.com/etna-team/etna/pull/230))
- Update outliers transforms to handle integer timestamp ([229](https://github.com/etna-team/etna/pull/229))
- Update pipelines to handle integer timestamp ([241](https://github.com/etna-team/etna/pull/241))
- Add `timestamp_range` and refactor code with it ([244](https://github.com/etna-team/etna/pull/244))
- Update CLI to handle integer timestamp ([246](https://github.com/etna-team/etna/pull/246))
- Update `ExogShiftTransform` to handle integer timestamp ([254](https://github.com/etna-team/etna/pull/254))
- Extend base `TSDataset` constructor to handle long format dataframes, update documentation and tutorials with this change ([266](https://github.com/etna-team/etna/pull/266))
- Update internal datasets to work with unaligned data ([292](https://github.com/etna-team/etna/pull/292))
- Speed up "timestamp" transforms ([295](https://github.com/etna-team/etna/pull/295)

Fixed
- Fix `PredictionIntervalOutliersTransform` fails to work with created columns ([291](https://github.com/etna-team/etna/pull/291))
- Prohibit empty list value and duplication of `target_timestamps` parameter in `FoldMask` ([226](https://github.com/etna-team/etna/pull/226))
- Fix `DeseasonalityTransform` fails to inverse transform short series ([174](https://github.com/etna-team/etna/pull/174))
- Fix indexing in `stl_plot`, `plot_periodogram`, `plot_holidays`, `plot_backtest`, `plot_backtest_interactive`, `ResampleWithDistributionTransform` ([244](https://github.com/etna-team/etna/pull/244))
- Fix `DifferencingTransform` to handle integer timestamp on test ([244](https://github.com/etna-team/etna/pull/244))
- Fix `HolidayTransform` to handle integer timestamp in `days_count` mode ([285](https://github.com/etna-team/etna/pull/285))