Etna

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))

Added
- Regressors logic to TSDatasets init ([357](https://github.com/tinkoff-ai/etna/pull/357))
- `FutureMixin` into some transforms ([361](https://github.com/tinkoff-ai/etna/pull/361))
- Regressors updating in TSDataset transform loops ([374](https://github.com/tinkoff-ai/etna/pull/374))
- Regressors handling in TSDataset `make_future` and `train_test_split` ([447](https://github.com/tinkoff-ai/etna/pull/447))
- Prediction intervals visualization in `plot_forecast` ([538](https://github.com/tinkoff-ai/etna/pull/538))
- Add plot_imputation ([598](https://github.com/tinkoff-ai/etna/pull/598))
- Add plot_time_series_with_change_points function ([534](https://github.com/tinkoff-ai/etna/pull/534))
- Add plot_trend ([565](https://github.com/tinkoff-ai/etna/pull/565))
- Add find_change_points function ([521](https://github.com/tinkoff-ai/etna/pull/521))
- Add option `day_number_in_year` to DateFlagsTransform ([552](https://github.com/tinkoff-ai/etna/pull/552))
- Add plot_residuals ([539](https://github.com/tinkoff-ai/etna/pull/539))
- Add get_residuals ([597](https://github.com/tinkoff-ai/etna/pull/597))
- Create `PerSegmentBaseModel`, `PerSegmentPredictionIntervalModel` ([537](https://github.com/tinkoff-ai/etna/pull/537))
- Create `MultiSegmentModel` ([551](https://github.com/tinkoff-ai/etna/pull/551))
- Add qq_plot ([604](https://github.com/tinkoff-ai/etna/pull/604))
- Add regressors example notebook ([577](https://github.com/tinkoff-ai/etna/pull/577))
- Create `EnsembleMixin` ([574](https://github.com/tinkoff-ai/etna/pull/574))
- Add option `season_number` to DateFlagsTransform ([567](https://github.com/tinkoff-ai/etna/pull/567))
- Create `BasePipeline`, add prediction intervals to all the pipelines, move parameter n_fold to forecast ([578](https://github.com/tinkoff-ai/etna/pull/578))
- Add stl_plot ([575](https://github.com/tinkoff-ai/etna/pull/575))
- Add plot_features_relevance ([579](https://github.com/tinkoff-ai/etna/pull/579))
- Add community section to README.md ([580](https://github.com/tinkoff-ai/etna/pull/580))
- Create `AbstaractPipeline` ([573](https://github.com/tinkoff-ai/etna/pull/573))
- Option "auto" to `weights` parameter of `VotingEnsemble`, enables to use feature importance as weights of base estimators ([587](https://github.com/tinkoff-ai/etna/pull/587))

Changed
- Change the way `ProphetModel` works with regressors ([383](https://github.com/tinkoff-ai/etna/pull/383))
- Change the way `SARIMAXModel` works with regressors ([380](https://github.com/tinkoff-ai/etna/pull/380))
- Change the way `Sklearn` models works with regressors ([440](https://github.com/tinkoff-ai/etna/pull/440))
- Change the way `FeatureSelectionTransform` works with regressors, rename variables replacing the "regressor" to "feature" ([522](https://github.com/tinkoff-ai/etna/pull/522))
- Add table option to ConsoleLogger ([544](https://github.com/tinkoff-ai/etna/pull/544))
- Installation instruction ([526](https://github.com/tinkoff-ai/etna/pull/526))
- Update plot_forecast for multi-forecast mode ([584](https://github.com/tinkoff-ai/etna/pull/584))
- Trainer kwargs for deep models ([540](https://github.com/tinkoff-ai/etna/pull/540))
- Update CONTRIBUTING.md ([536](https://github.com/tinkoff-ai/etna/pull/536))
- Rename `_CatBoostModel`, `_HoltWintersModel`, `_SklearnModel` ([543](https://github.com/tinkoff-ai/etna/pull/543))
- Add logging to TSDataset.make_future, log repr of transform instead of class name ([555](https://github.com/tinkoff-ai/etna/pull/555))
- Rename `_SARIMAXModel` and `_ProphetModel`, make `SARIMAXModel` and `ProphetModel` inherit from `PerSegmentPredictionIntervalModel` ([549](https://github.com/tinkoff-ai/etna/pull/549))
- Update get_started section in README ([569](https://github.com/tinkoff-ai/etna/pull/569))
- Make detrending polynomial ([566](https://github.com/tinkoff-ai/etna/pull/566))
- Update documentation about transforms that generate regressors, update examples with them ([572](https://github.com/tinkoff-ai/etna/pull/572))
- Fix that segment is string ([602](https://github.com/tinkoff-ai/etna/pull/602))
- Make `LabelEncoderTransform` and `OneHotEncoderTransform` multi-segment ([554](https://github.com/tinkoff-ai/etna/pull/554))

Fixed
- Fix `TSDataset._update_regressors` logic removing the regressors ([489](https://github.com/tinkoff-ai/etna/pull/489))
- Fix `TSDataset.info`, `TSDataset.describe` methods ([519](https://github.com/tinkoff-ai/etna/pull/519))
- Fix regressors handling for `OneHotEncoderTransform` and `HolidayTransform` ([518](https://github.com/tinkoff-ai/etna/pull/518))
- Fix wandb summary issue with custom plots ([535](https://github.com/tinkoff-ai/etna/pull/535))
- Small notebook fixes ([595](https://github.com/tinkoff-ai/etna/pull/595))
- Fix import Literal in plotters ([558](https://github.com/tinkoff-ai/etna/pull/558))
- Fix plot method bug when plot method does not plot all required segments ([596](https://github.com/tinkoff-ai/etna/pull/596))
- Fix dependencies for ARM ([599](https://github.com/tinkoff-ai/etna/pull/599))
- [BUG] nn models make forecast without inverse_transform ([541](https://github.com/tinkoff-ai/etna/pull/541))

Fixed

- Fixed adding unnecessary lag=1 in statistics ([523](https://github.com/tinkoff-ai/etna/pull/523))
- Fixed wrong MeanTransform behaviour when using alpha parameter ([523](https://github.com/tinkoff-ai/etna/pull/523))
- Fix processing add_noise=True parameter in datasets generation ([520](https://github.com/tinkoff-ai/etna/pull/520))
- Fix scipy version ([525](https://github.com/tinkoff-ai/etna/pull/525))

Added
- Holt-Winters', Holt and exponential smoothing models ([502](https://github.com/tinkoff-ai/etna/pull/502))

Fixed
- Bug with exog features in DifferencingTransform.inverse_transform ([503](https://github.com/tinkoff-ai/etna/pull/503))

Added
- Allow choosing start and end in `TSDataset.plot` method ([488](https://github.com/tinkoff-ai/etna/pull/488))

Changed
- Make TSDataset.to_flatten faster ([475](https://github.com/tinkoff-ai/etna/pull/475))
- Allow logger percentile metric aggregation to work with NaNs ([483](https://github.com/tinkoff-ai/etna/pull/483))

Fixed
- Can't make forecasting with pipelines, data with nans, and Imputers ([473](https://github.com/tinkoff-ai/etna/pull/473))