Etna

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))

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))

Added
- Add `electricity` to internal datasets ([60](https://github.com/etna-team/etna/pull/60))
- Add `parts` argument to `load_dataset` function ([79](https://github.com/etna-team/etna/pull/79))
- Add `M4` to internal datasets ([83](https://github.com/etna-team/etna/pull/83))
- Add `M3` to internal datasets ([91](https://github.com/etna-team/etna/pull/91))
- Add `traffic_2008` to internal datasets ([94](https://github.com/etna-team/etna/pull/94))
- Add `traffic_2015` to internal datasets ([100](https://github.com/etna-team/etna/pull/100))
- Add `tourism` to internal datasets ([120](https://github.com/etna-team/etna/pull/120))
- Add `weather` to internal datasets ([125](https://github.com/etna-team/etna/pull/125))
- Add `ETT` to internal datasets ([134](https://github.com/etna-team/etna/pull/134))
- Add `list_datasets` function ([145](https://github.com/etna-team/etna/pull/149))
- Add `IHEPC` to internal datasets ([150](https://github.com/etna-team/etna/pull/150))
- Add dataset integrity check using hash for internal datasets ([151](https://github.com/etna-team/etna/pull/151))
- Create page about internal datasets in documentation ([175](https://github.com/etna-team/etna/pull/175))
- Add usage example of internal datasets in `101-get_started.ipynb` and `305-classification.ipynb` tutorials ([202](https://github.com/etna-team/etna/pull/202))
- Add new `mode="days_count"` to `HolidayTransform`([239](https://github.com/etna-team/etna/issues/239))
- Add size method to `TSDataset` class ([238](https://github.com/etna-team/etna/pull/238))
- Add the `index_only` parameter to outlier analysis functions for return type control ([231](https://github.com/etna-team/etna/pull/231))

Changed
- Add `relevance_aggregation_mode` and `redundancy_aggregation_mode` into `MRMRFeatureSelectionTransform.params_to_tune` ([212](https://github.com/etna-team/etna/pull/212))
- Optimized `DensityOutliersTransform` and removed `_save_original_values` from outlier transforms ([231](https://github.com/etna-team/etna/pull/231))
- Update python to 3.10 in CI ([251](https://github.com/etna-team/etna/pull/251))

Fixed
- Fix `traffic_2008` ([128](https://github.com/etna-team/etna/pull/128))
- Fix number of segments in docs, column name for tourism dataset and change default save path ([206](https://github.com/etna-team/etna/pull/206))
- Fix method `to_dict` for `SklearnPerSegmentModel` and `SklearnMultiSegmentModel` ([199](https://github.com/etna-team/etna/pull/199))
- Fix method `fit` for `MRMRFeatureSelectionTransform` with `redundancy_aggregation_mode`=`median` ([212](https://github.com/etna-team/etna/pull/212))
- Fix method `predict_components` for `_CatBoostAdapter` working incorrectly on shuffled columns ([227](https://github.com/etna-team/etna/pull/227))

Added
- Add `params_to_tune` for `DeepStateModel` ([115](https://github.com/etna-team/etna/issues/115))
- Handle new functionality for prediction intervals in the `plot_forecast` ([130](https://github.com/etna-team/etna/pull/130))
- Add `get_historical_forecasts` to pipelines for forecast estimation at each fold on the historical dataset ([143](https://github.com/etna-team/etna/pull/143))
- `ConformalPredictionIntervals` method for prediction intervals estimation ([152](https://github.com/etna-team/etna/pull/152))
- Add `DeepARNativeModel` ([114](https://github.com/etna-team/etna/pull/114))
- `EmpiricalPredictionIntervals` method for prediction intervals estimation ([173](https://github.com/etna-team/etna/pull/173))
- Prediction intervals tutorial notebook ([189](https://github.com/etna-team/etna/pull/189))

Changed
- Change warning condition on loading object saved under different library version ([31](https://github.com/etna-team/etna/issues/31))

Fixed
- Speed up segment column creation in `TSDataset.to_hierarchical_dataset` ([194](https://github.com/etna-team/etna/pull/194))
- Speed up `BasePipeline._validate_backtest_dataset` ([194](https://github.com/etna-team/etna/pull/194))
- Speed up `datasets.utils.duplicate_data` ([194](https://github.com/etna-team/etna/pull/194))

Added
- Handle prediction intervals similar to target components in `TSDataset` ([97](https://github.com/etna-team/etna/pull/97))
- `SavePredictionIntervalsMixin` for the `BasePredictionIntervals` ([87](https://github.com/etna-team/etna/pull/87))
- Base class `BasePredictionIntervals` for prediction intervals into experimental module ([86](https://github.com/etna-team/etna/pull/86))
- Add `fit_params` parameter to `etna.models.sarimax.SARIMAXModel` ([69](https://github.com/etna-team/etna/pull/69))
- Add `quickstart` notebook, add `mechanics_of_forecasting` notebook ([1343](https://github.com/tinkoff-ai/etna/pull/1343))
- Add gallery of tutorials divided by level ([46](https://github.com/etna-team/etna/pull/46))
- Create documentation page with links to external resources ([44](https://github.com/etna-team/etna/pull/44))
- Add documentation page with glossary of terms ([45](https://github.com/etna-team/etna/pull/45/))
- Add publishing into s3 for the latest documentation version ([50](https://github.com/etna-team/etna/pull/50))
- Add publishing into s3 during release ([53](https://github.com/etna-team/etna/pull/53))
- Add multiversion switcher into documentation ([55](https://github.com/etna-team/etna/pull/55))
- Add error page into documentation ([57](https://github.com/etna-team/etna/pull/57))
- Add `LimitTransform` ([63](https://github.com/etna-team/etna/pull/63))
- Add config for Codecov to control CI ([80](https://github.com/etna-team/etna/pull/80))
- Add `EventTransform` ([78](https://github.com/etna-team/etna/pull/78))
- `NaiveVariancePredictionIntervals` method for prediction quantiles estimation ([109](https://github.com/etna-team/etna/pull/109))
- Update interval metrics to work with arbitrary interval bounds ([113](https://github.com/etna-team/etna/pull/113))

Changed
- Refactored transform inversion logic in `Pipeline` `forecast` method ([72](https://github.com/etna-team/etna/pull/72))
- Add parameter `save_ts` to pipeline method `fit` ([73](https://github.com/etna-team/etna/pull/73))
- Add installation page and notes about extensions into documentation of public classes ([1339](https://github.com/tinkoff-ai/etna/pull/1339))
- Merge User Guide and API sections in documentation, limit classes to show in API section ([1324](https://github.com/tinkoff-ai/etna/pull/1324))
- Unify example notebooks, rerun example notebooks ([1330](https://github.com/tinkoff-ai/etna/pull/1330))
- Rework `get_started` notebook ([1343](https://github.com/tinkoff-ai/etna/pull/1343))
- Add missing classes from decomposition into API Reference, add modules into page titles in API Reference ([61](https://github.com/etna-team/etna/pull/61))
- Update `CONTRIBUTING.md` with scenarios of documentation updates and release instruction ([77](https://github.com/etna-team/etna/pull/77))
- Set up sharding for running tests ([99](https://github.com/etna-team/etna/pull/99))
- Rework saving DL models by separating saving model's hyperparameters and model's weights ([98](https://github.com/etna-team/etna/pull/98))
- Deprecated `FutureMixin` ([58](https://github.com/etna-team/etna/pull/58))

Fixed
- Fix `ResampleWithDistributionTransform` working with categorical columns ([82](https://github.com/etna-team/etna/pull/82))
- `TSDataset._hierarchical_structure_from_level_columns` to support `pandas>=1.4,<1.5`([107](https://github.com/etna-team/etna/pull/107))
- Fix links from tinkoff-ai/etna to etna-team/etna ([47](https://github.com/etna-team/etna/pull/47))
- Fix CI job `cron-delete-untagged-images` ([95](https://github.com/etna-team/etna/pull/95))
- Rendering table of contents in notebooks ([1343](https://github.com/tinkoff-ai/etna/pull/1343))
- Fix formatting of docstrings, fix links from netlify to docs.etna.ai ([62](https://github.com/etna-team/etna/pull/62))
- Fix multiple warnings, revert catching warnings during testing ([105](https://github.com/etna-team/etna/pull/105))
- Fix bug with `numpy.warnings` in `numpy>=1.24`, rework building docker images to use `poetry.lock` ([116](https://github.com/etna-team/etna/pull/116))
- Fix name of steps in `publish` CI ([119](https://github.com/etna-team/etna/pull/119))