Etna

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))

Added
- Add plot_metric_per_segment ([658](https://github.com/tinkoff-ai/etna/pull/658))
- Add metric_per_segment_distribution_plot ([666](https://github.com/tinkoff-ai/etna/pull/666))
Changed
- Remove parameter normalize in linear models ([686](https://github.com/tinkoff-ai/etna/pull/686))
Fixed
- Add missed `forecast_params` in forecast CLI method ([671](https://github.com/tinkoff-ai/etna/pull/671))
- Add `_per_segment_average` method to the Metric class ([684](https://github.com/tinkoff-ai/etna/pull/684))
- Fix `get_statistics_relevance_table` working with NaNs and categoricals ([672](https://github.com/tinkoff-ai/etna/pull/672))
- Fix bugs and documentation for stl_plot ([685](https://github.com/tinkoff-ai/etna/pull/685))
- Fix cuda docker images ([694](https://github.com/tinkoff-ai/etna/pull/694)])

Added
- `Width` and `Coverage` metrics for prediction intervals ([638](https://github.com/tinkoff-ai/etna/pull/638))
- Masked backtest ([613](https://github.com/tinkoff-ai/etna/pull/613))
- Add seasonal_plot ([628](https://github.com/tinkoff-ai/etna/pull/628))
- Add plot_periodogram ([606](https://github.com/tinkoff-ai/etna/pull/606))
- Add support of quantiles in backtest ([652](https://github.com/tinkoff-ai/etna/pull/652))
- Add prediction_actual_scatter_plot ([610](https://github.com/tinkoff-ai/etna/pull/610))
- Add plot_holidays ([624](https://github.com/tinkoff-ai/etna/pull/624))
- Add instruction about documentation formatting to contribution guide ([648](https://github.com/tinkoff-ai/etna/pull/648))
- Seasonal strategy in TimeSeriesImputerTransform ([639](https://github.com/tinkoff-ai/etna/pull/639))

Changed
- Add logging to `Metric.__call__` ([643](https://github.com/tinkoff-ai/etna/pull/643))
- Add in_column to plot_anomalies, plot_anomalies_interactive ([618](https://github.com/tinkoff-ai/etna/pull/618))
- Add logging to TSDataset.inverse_transform ([642](https://github.com/tinkoff-ai/etna/pull/642))

Fixed
- Passing non default params for default models STLTransform ([641](https://github.com/tinkoff-ai/etna/pull/641))
- Fixed bug in SARIMAX model with `horizon`=1 ([637](https://github.com/tinkoff-ai/etna/pull/637))
- Fixed bug in models `get_model` method ([623](https://github.com/tinkoff-ai/etna/pull/623))
- Fixed unsafe comparison in plots ([611](https://github.com/tinkoff-ai/etna/pull/611))
- Fixed plot_trend does not work with Linear and TheilSen transforms ([617](https://github.com/tinkoff-ai/etna/pull/617))
- Improve computation time for rolling window statistics ([625](https://github.com/tinkoff-ai/etna/pull/625))
- Don't fill first timestamps in TimeSeriesImputerTransform ([634](https://github.com/tinkoff-ai/etna/pull/634))
- Fix documentation formatting ([636](https://github.com/tinkoff-ai/etna/pull/636))
- Fix bug with exog features in AutoRegressivePipeline ([647](https://github.com/tinkoff-ai/etna/pull/647))
- Fix missed dependencies ([656](https://github.com/tinkoff-ai/etna/pull/656))
- Fix custom_transform_and_model notebook ([651](https://github.com/tinkoff-ai/etna/pull/651))
- Fix MyBinder bug with dependencies ([650](https://github.com/tinkoff-ai/etna/pull/650))