Etna

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))

Added

- Method TSDataset.info ([409](https://github.com/tinkoff-ai/etna/pull/409))
- DifferencingTransform ([414](https://github.com/tinkoff-ai/etna/pull/414))
- OneHotEncoderTransform and LabelEncoderTransform ([431](https://github.com/tinkoff-ai/etna/pull/431))
- MADTransform ([441](https://github.com/tinkoff-ai/etna/pull/441))
- `MRMRFeatureSelectionTransform` ([439](https://github.com/tinkoff-ai/etna/pull/439))
- Possibility to change metric representation in backtest using Metric.name ([454](https://github.com/tinkoff-ai/etna/pull/454))
- Warning section in documentation about look-ahead bias ([464](https://github.com/tinkoff-ai/etna/pull/464))
- Parameter `figsize` to all the plotters [465](https://github.com/tinkoff-ai/etna/pull/465)

Changed

- Change method TSDataset.describe ([409](https://github.com/tinkoff-ai/etna/pull/409))
- Group Transforms according to their impact ([420](https://github.com/tinkoff-ai/etna/pull/420))
- Change the way `LagTransform`, `DateFlagsTransform` and `TimeFlagsTransform` generate column names ([421](https://github.com/tinkoff-ai/etna/pull/421))
- Clarify the behaviour of TimeSeriesImputerTransform in case of all NaN values ([427](https://github.com/tinkoff-ai/etna/pull/427))
- Fixed bug in title in `sample_acf_plot` method ([432](https://github.com/tinkoff-ai/etna/pull/432))
- Pytorch-forecasting and sklearn version update + some pytroch transform API changing ([445](https://github.com/tinkoff-ai/etna/pull/445))

Fixed

- Add relevance_params in GaleShapleyFeatureSelectionTransform ([410](https://github.com/tinkoff-ai/etna/pull/410))
- Docs for statistics transforms ([441](https://github.com/tinkoff-ai/etna/pull/441))
- Handling NaNs in trend transforms ([456](https://github.com/tinkoff-ai/etna/pull/456))
- Logger fails with StackingEnsemble ([460](https://github.com/tinkoff-ai/etna/pull/460))
- SARIMAX parameters fix ([459](https://github.com/tinkoff-ai/etna/pull/459))
- [BUG] Check pytorch-forecasting models with freq > "1D" ([463](https://github.com/tinkoff-ai/etna/pull/463))

Added
- Holiday Transform ([359](https://github.com/tinkoff-ai/etna/pull/359))
- S3FileLogger and LocalFileLogger ([372](https://github.com/tinkoff-ai/etna/pull/372))
- Parameter `changepoint_prior_scale` to `ProphetModel` ([408](https://github.com/tinkoff-ai/etna/pull/408))

Changed
- Set `strict_optional = True` for mypy ([381](https://github.com/tinkoff-ai/etna/pull/381))
- Move checking the series endings to `make_future` step ([413](https://github.com/tinkoff-ai/etna/pull/413))

Fixed
- Sarimax bug in future prediction with quantiles ([391](https://github.com/tinkoff-ai/etna/pull/391))
- Catboost version too high ([394](https://github.com/tinkoff-ai/etna/pull/394))
- Add sorting of classes in left bar in docs ([397](https://github.com/tinkoff-ai/etna/pull/397))
- nn notebook in docs ([396](https://github.com/tinkoff-ai/etna/pull/396))
- SklearnTransform column name generation ([398](https://github.com/tinkoff-ai/etna/pull/398))
- Inverse transform doesn't affect quantiles ([395](https://github.com/tinkoff-ai/etna/pull/395))