Etna

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))

Fixed
- Docs generation for neural networks

Changed
- Speed up `_check_regressors` and `_merge_exog` ([360](https://github.com/tinkoff-ai/etna/pull/360))

Fixed
- `Model`, `PerSegmentModel`, `PerSegmentWrapper` imports ([362](https://github.com/tinkoff-ai/etna/pull/362))
- Docs generation ([363](https://github.com/tinkoff-ai/etna/pull/363))
- Fixed work of get_anomalies_density with constant series ([334](https://github.com/tinkoff-ai/etna/issues/334))

Added
- ACF plot ([318](https://github.com/tinkoff-ai/etna/pull/318))

Changed
- Add `ts.inverse_transform` as final step at `Pipeline.fit` method ([316](https://github.com/tinkoff-ai/etna/pull/316))
- Make test_ts optional in plot_forecast ([321](https://github.com/tinkoff-ai/etna/pull/321))
- Speed up inference for multisegment regression models ([333](https://github.com/tinkoff-ai/etna/pull/333))
- Speed up Pipeline._get_backtest_forecasts ([336](https://github.com/tinkoff-ai/etna/pull/336))
- Speed up SegmentEncoderTransform ([331](https://github.com/tinkoff-ai/etna/pull/331))
- Wandb Logger does not work unless pytorch is installed ([340](https://github.com/tinkoff-ai/etna/pull/340))

Fixed
- Get rid of lambda in DensityOutliersTransform and get_anomalies_density ([341](https://github.com/tinkoff-ai/etna/pull/341))
- Fixed import in transforms ([349](https://github.com/tinkoff-ai/etna/pull/349))
- Pickle DTWClustering ([350](https://github.com/tinkoff-ai/etna/pull/350))

Removed
- Remove TimeSeriesCrossValidation ([337](https://github.com/tinkoff-ai/etna/pull/337))

Added
- RelevanceTable returns rank ([268](https://github.com/tinkoff-ai/etna/pull/268/))
- GaleShapleyFeatureSelectionTransform ([284](https://github.com/tinkoff-ai/etna/pull/284))
- FilterFeaturesTransform ([277](https://github.com/tinkoff-ai/etna/pull/277))
- Spell checking for source code and md files ([303](https://github.com/tinkoff-ai/etna/pull/303))
- ResampleWithDistributionTransform ([296](https://github.com/tinkoff-ai/etna/pull/296))
- Add function to duplicate exogenous data ([305](https://github.com/tinkoff-ai/etna/pull/305))
- FourierTransform ([306](https://github.com/tinkoff-ai/etna/pull/306))

Changed
- Rename confidence interval to prediction interval, start working with quantiles instead of interval_width ([285](https://github.com/tinkoff-ai/etna/pull/285))
- Changed format of forecast and test dataframes in WandbLogger ([309](https://github.com/tinkoff-ai/etna/pull/309))

Fixed