Etna

Added
- Add python 3.10 support ([1005](https://github.com/tinkoff-ai/etna/pull/1005))
- Add `SumTranform`([1021](https://github.com/tinkoff-ai/etna/pull/1021))
- Add `plot_change_points_interactive` ([988](https://github.com/tinkoff-ai/etna/pull/988))
- Add `experimental` module with `TimeSeriesBinaryClassifier` and `PredictabilityAnalyzer` ([985](https://github.com/tinkoff-ai/etna/pull/985))
- Inference track results: add `predict` method to pipelines, teach some models to work with context, change hierarchy of base models, update notebook examples ([979](https://github.com/tinkoff-ai/etna/pull/979))
- Add `get_ruptures_regularization` into `experimental` module ([1001](https://github.com/tinkoff-ai/etna/pull/1001))
- Add example `classification` notebook for experimental classification feature ([997](https://github.com/tinkoff-ai/etna/pull/997))
Changed
- Change returned model in get_model of BATSModel, TBATSModel ([987](https://github.com/tinkoff-ai/etna/pull/987))
- Add acf_plot, deprecated sample_acf_plot, sample_pacf_plot ([1004](https://github.com/tinkoff-ai/etna/pull/1004))
- Change returned model in `get_model` of `HoltWintersModel`, `HoltModel`, `SimpleExpSmoothingModel` ([986](https://github.com/tinkoff-ai/etna/pull/986))
Fixed
- Fix `MinMaxDifferenceTransform` import ([1030](https://github.com/tinkoff-ai/etna/pull/1030))
- Fix release docs and docker images cron job ([982](https://github.com/tinkoff-ai/etna/pull/982))
- Fix forecast first point with CatBoostPerSegmentModel ([1010](https://github.com/tinkoff-ai/etna/pull/1010))
- Fix hanging EDA notebook ([1027](https://github.com/tinkoff-ai/etna/pull/1027))
- Fix hanging EDA notebook v2 + cache clean script ([1034](https://github.com/tinkoff-ai/etna/pull/1034))

Added
- Add `greater_is_better` property for Metric ([921](https://github.com/tinkoff-ai/etna/pull/921))
- `etna.auto` for greedy search, `etna.auto.pool` with default pipelines, `etna.auto.optuna` wrapper for optuna ([895](https://github.com/tinkoff-ai/etna/pull/895))
- Add `MinMaxDifferenceTransform` ([955](https://github.com/tinkoff-ai/etna/pull/955))
- Add wandb sweeps and optuna examples ([338](https://github.com/tinkoff-ai/etna/pull/338))
Changed
- Make slicing faster in `TSDataset._merge_exog`, `FilterFeaturesTransform`, `AddConstTransform`, `LambdaTransform`, `LagTransform`, `LogTransform`, `SklearnTransform`, `WindowStatisticsTransform`; make CICD test different pandas versions ([900](https://github.com/tinkoff-ai/etna/pull/900))
- Mark some tests as long ([929](https://github.com/tinkoff-ai/etna/pull/929))
- Fix to_dict with nn models and add unsafe conversion for callbacks ([949](https://github.com/tinkoff-ai/etna/pull/949))
Fixed
- Fix `to_dict` with function as parameter ([941](https://github.com/tinkoff-ai/etna/pull/941))
- Fix native networks to work with generated future equals to horizon ([936](https://github.com/tinkoff-ai/etna/pull/936))
- Fix `SARIMAXModel` to work with exogenous data on `pmdarima>=2.0` ([940](https://github.com/tinkoff-ai/etna/pull/940))
- Teach catboost to work with encoders ([957](https://github.com/tinkoff-ai/etna/pull/957))

Added
- Function to transform etna objects to dict([818](https://github.com/tinkoff-ai/etna/issues/818))
- `MLPModel`([860](https://github.com/tinkoff-ai/etna/pull/860))
- `DeadlineMovingAverageModel` ([827](https://github.com/tinkoff-ai/etna/pull/827))
- `DirectEnsemble` ([824](https://github.com/tinkoff-ai/etna/pull/824))
- CICD: untaged docker image cleaner ([856](https://github.com/tinkoff-ai/etna/pull/856))
- Notebook about forecasting strategies ([864](https://github.com/tinkoff-ai/etna/pull/863))
- Add `ChangePointSegmentationTransform`, `RupturesChangePointsModel` ([821](https://github.com/tinkoff-ai/etna/issues/821))
Changed
- Teach AutoARIMAModel to work with out-sample predictions ([830](https://github.com/tinkoff-ai/etna/pull/830))
- Make TSDataset.to_flatten faster for big datasets ([848](https://github.com/tinkoff-ai/etna/pull/848))
Fixed
- Type hints for external users by [PEP 561](https://mypy.readthedocs.io/en/stable/running_mypy.html#missing-library-stubs-or-py-typed-marker) ([868](https://github.com/tinkoff-ai/etna/pull/868))
- Type hints for `Pipeline.model` match `models.nn`([768](https://github.com/tinkoff-ai/etna/pull/840))
- Fix behavior of SARIMAXModel if simple_differencing=True is set ([837](https://github.com/tinkoff-ai/etna/pull/837))
- Bug python3.7 and TypedDict import ([867](https://github.com/tinkoff-ai/etna/pull/867))
- Fix deprecated pytorch lightning trainer flags ([866](https://github.com/tinkoff-ai/etna/pull/866))
- ProphetModel doesn't work with cap and floor regressors ([842](https://github.com/tinkoff-ai/etna/pull/842))
- Fix problem with encoding category types in OHE ([843](https://github.com/tinkoff-ai/etna/pull/843))
- Change Docker cuda image version from 11.1 to 11.6.2 ([838](https://github.com/tinkoff-ai/etna/pull/838))
- Optimize time complexity of `determine_num_steps`([864](https://github.com/tinkoff-ai/etna/pull/864))
- All warning as errors([880](https://github.com/tinkoff-ai/etna/pull/880))
- Update .gitignore with .DS_Store and checkpoints ([883](https://github.com/tinkoff-ai/etna/pull/883))
- Delete ROADMAP.md ([904]https://github.com/tinkoff-ai/etna/pull/904)
- Fix ci invalid cache ([896](https://github.com/tinkoff-ai/etna/pull/896))

Fixed
- Fix missing `constant_value` in `TimeSeriesImputerTransform` ([819](https://github.com/tinkoff-ai/etna/pull/819))
- Make in-sample predictions of SARIMAXModel non-dynamic in all cases ([812](https://github.com/tinkoff-ai/etna/pull/812))
- Add known_future to cli docs ([823](https://github.com/tinkoff-ai/etna/pull/823))

Added
- LSTM based RNN and native deep models base classes ([776](https://github.com/tinkoff-ai/etna/pull/776))
- Lambda transform ([762](https://github.com/tinkoff-ai/etna/issues/762))
- assemble pipelines ([774](https://github.com/tinkoff-ai/etna/pull/774))
- Tests on in-sample, out-sample predictions with gap for all models ([785](https://github.com/tinkoff-ai/etna/pull/786))
Changed
- Add columns and mode parameters in plot_correlation_matrix ([726](https://github.com/tinkoff-ai/etna/pull/753))
- Add CatBoostPerSegmentModel and CatBoostMultiSegmentModel classes, deprecate CatBoostModelPerSegment and CatBoostModelMultiSegment ([779](https://github.com/tinkoff-ai/etna/pull/779))
- Allow Prophet update to 1.1 ([799](https://github.com/tinkoff-ai/etna/pull/799))
- Make LagTransform, LogTransform, AddConstTransform vectorized ([756](https://github.com/tinkoff-ai/etna/pull/756))
- Improve the behavior of plot_feature_relevance visualizing p-values ([795](https://github.com/tinkoff-ai/etna/pull/795))
- Update poetry.core version ([780](https://github.com/tinkoff-ai/etna/pull/780))
- Make native prediction intervals for DeepAR ([761](https://github.com/tinkoff-ai/etna/pull/761))
- Make native prediction intervals for TFTModel ([770](https://github.com/tinkoff-ai/etna/pull/770))
- Test cases for testing inference of models ([794](https://github.com/tinkoff-ai/etna/pull/794))
- Wandb.log to WandbLogger ([816](https://github.com/tinkoff-ai/etna/pull/816))
Fixed
- Fix missing prophet in docker images ([767](https://github.com/tinkoff-ai/etna/pull/767))
- Add `known_future` parameter to CLI ([758](https://github.com/tinkoff-ai/etna/pull/758))
- FutureWarning: The frame.append method is deprecated. Use pandas.concat instead ([764](https://github.com/tinkoff-ai/etna/pull/764))
- Correct ordering if multi-index in backtest ([771](https://github.com/tinkoff-ai/etna/pull/771))
- Raise errors in models.nn if they can't make in-sample and some cases out-sample predictions ([813](https://github.com/tinkoff-ai/etna/pull/813))
- Teach BATS/TBATS to work with in-sample, out-sample predictions correctly ([806](https://github.com/tinkoff-ai/etna/pull/806))
- Github actions cache issue with poetry update ([778](https://github.com/tinkoff-ai/etna/pull/778))

Added
- Add Sign metric ([730](https://github.com/tinkoff-ai/etna/pull/730))
- Add AutoARIMA model ([679](https://github.com/tinkoff-ai/etna/pull/679))
- Add parameters `start`, `end` to some eda methods ([665](https://github.com/tinkoff-ai/etna/pull/665))
- Add BATS and TBATS model adapters ([678](https://github.com/tinkoff-ai/etna/pull/734))
- Jupyter extension for black ([742](https://github.com/tinkoff-ai/etna/pull/742))
Changed
- Change color of lines in plot_anomalies and plot_clusters, add grid to all plots, make trend line thicker in plot_trend ([705](https://github.com/tinkoff-ai/etna/pull/705))
- Change format of holidays for holiday_plot ([708](https://github.com/tinkoff-ai/etna/pull/708))
- Make feature selection transforms return columns in inverse_transform([688](https://github.com/tinkoff-ai/etna/issues/688))
- Add xticks parameter for plot_periodogram, clip frequencies to be >= 1 ([706](https://github.com/tinkoff-ai/etna/pull/706))
- Make TSDataset method to_dataset work with copy of the passed dataframe ([741](https://github.com/tinkoff-ai/etna/pull/741))
Fixed
- Fix bug when `ts.plot` does not save figure ([714](https://github.com/tinkoff-ai/etna/pull/714))
- Fix bug in plot_clusters ([675](https://github.com/tinkoff-ai/etna/pull/675))
- Fix bugs and documentation for cross_corr_plot ([691](https://github.com/tinkoff-ai/etna/pull/691))
- Fix bugs and documentation for plot_backtest and plot_backtest_interactive ([700](https://github.com/tinkoff-ai/etna/pull/700))
- Make STLTransform to work with NaNs at the beginning ([736](https://github.com/tinkoff-ai/etna/pull/736))
- Fix tiny prediction intervals ([722](https://github.com/tinkoff-ai/etna/pull/722))
- Fix deepcopy issue for fitted deepmodel ([735](https://github.com/tinkoff-ai/etna/pull/735))
- Fix making backtest if all segments start with NaNs ([728](https://github.com/tinkoff-ai/etna/pull/728))
- Fix logging issues with backtest while emp intervals using ([747](https://github.com/tinkoff-ai/etna/pull/747))