Added
- BinsegTrendTransform, ChangePointsTrendTransform ([87](https://github.com/tinkoff-ai/etna/pull/87))
- Interactive plot for anomalies ([95](https://github.com/tinkoff-ai/etna/pull/95))
- Examples to TSDataset methods with doctest ([92](https://github.com/tinkoff-ai/etna/pull/92))
- WandbLogger ([71](https://github.com/tinkoff-ai/etna/pull/71))
- Pipeline ([78](https://github.com/tinkoff-ai/etna/pull/78))
- Sequence anomalies ([96](https://github.com/tinkoff-ai/etna/pull/96)), Histogram anomalies ([#79](https://github.com/tinkoff-ai/etna/pull/79))
- 'is_weekend' feature in DateFlagsTransform ([101](https://github.com/tinkoff-ai/etna/pull/101))
- Documentation example for models and note about inplace nature of forecast ([112](https://github.com/tinkoff-ai/etna/pull/112))
- Property regressors to TSDataset ([82](https://github.com/tinkoff-ai/etna/pull/82))
- Clustering ([110](https://github.com/tinkoff-ai/etna/pull/110))
- Outliers notebook ([123](https://github.com/tinkoff-ai/etna/pull/123)))
- Method inverse_transform in TimeSeriesImputerTransform ([135](https://github.com/tinkoff-ai/etna/pull/135))
- VotingEnsemble ([150](https://github.com/tinkoff-ai/etna/pull/150))
- Forecast command for cli ([133](https://github.com/tinkoff-ai/etna/issues/133))
- MyPy checks in CI/CD and lint commands ([39](https://github.com/tinkoff-ai/etna/issues/39))
- TrendTransform ([139](https://github.com/tinkoff-ai/etna/pull/139))
- Running notebooks in ci ([134](https://github.com/tinkoff-ai/etna/issues/134))
- Cluster plotter to EDA ([169](https://github.com/tinkoff-ai/etna/pull/169))
- Pipeline.backtest method ([161](https://github.com/tinkoff-ai/etna/pull/161), [#192](https://github.com/tinkoff-ai/etna/pull/192))
- STLTransform class ([158](https://github.com/tinkoff-ai/etna/pull/158))
- NN_examples notebook ([159](https://github.com/tinkoff-ai/etna/pull/159))
- Example for ProphetModel ([178](https://github.com/tinkoff-ai/etna/pull/178))
- Instruction notebook for custom model and transform creation ([180](https://github.com/tinkoff-ai/etna/pull/180))
- Add inverse_transform in *OutliersTransform ([160](https://github.com/tinkoff-ai/etna/pull/160))
- Examples for CatBoostModelMultiSegment and CatBoostModelPerSegment ([181](https://github.com/tinkoff-ai/etna/pull/181))
- Simplify TSDataset.train_test_split method by allowing to pass not all values ([191](https://github.com/tinkoff-ai/etna/pull/191))
- Confidence interval anomalies detection to EDA ([182](https://github.com/tinkoff-ai/etna/pull/182))
- ConfidenceIntervalOutliersTransform ([196](https://github.com/tinkoff-ai/etna/pull/196))
- Add 'in_column' parameter to get_anomalies methods([199](https://github.com/tinkoff-ai/etna/pull/199))
- Clustering notebook ([152](https://github.com/tinkoff-ai/etna/pull/152))
- StackingEnsemble ([195](https://github.com/tinkoff-ai/etna/pull/195))
- Add AutoRegressivePipeline ([209](https://github.com/tinkoff-ai/etna/pull/209))
- Ensembles notebook ([218](https://github.com/tinkoff-ai/etna/pull/218))
- Function plot_backtest_interactive ([225](https://github.com/tinkoff-ai/etna/pull/225))
- Confidence intervals in Pipeline ([221](https://github.com/tinkoff-ai/etna/pull/221))
Changed
- Delete offset from WindowStatisticsTransform ([111](https://github.com/tinkoff-ai/etna/pull/111))
- Add Pipeline example in Get started notebook ([115](https://github.com/tinkoff-ai/etna/pull/115))
- Internal implementation of BinsegTrendTransform ([141](https://github.com/tinkoff-ai/etna/pull/141))
- Colorebar scaling in Correlation heatmap plotter ([143](https://github.com/tinkoff-ai/etna/pull/143))
- Add Correlation heatmap in EDA notebook ([144](https://github.com/tinkoff-ai/etna/pull/144))
- Add `__repr__` for Pipeline ([151](https://github.com/tinkoff-ai/etna/pull/151))
- Defined random state for every test cases ([155](https://github.com/tinkoff-ai/etna/pull/155))
- Add confidence intervals to Prophet ([153](https://github.com/tinkoff-ai/etna/pull/153))
- Add confidence intervals to SARIMA ([172](https://github.com/tinkoff-ai/etna/pull/172))
- Add badges to all example notebooks ([220](https://github.com/tinkoff-ai/etna/pull/220))
- Update backtest notebook by adding Pipeline.backtest ([222](https://github.com/tinkoff-ai/etna/pull/222))
Fixed
- Set default value of `TSDataset.head` method ([170](https://github.com/tinkoff-ai/etna/pull/170))
- Categorical and fillna issues with pandas >=1.2 ([190](https://github.com/tinkoff-ai/etna/pull/190))
- Fix `TSDataset.to_dataset` method sorting bug ([183](https://github.com/tinkoff-ai/etna/pull/183))
- Undefined behaviour of DataFrame.loc[:, pd.IndexSlice[:, ["a", "b"]]] between 1.1.* and >= 1.2 ([188](https://github.com/tinkoff-ai/etna/pull/188))
- Fix typo in word "length" in `get_segment_sequence_anomalies`,`get_sequence_anomalies`,`SAXOutliersTransform` arguments ([212](https://github.com/tinkoff-ai/etna/pull/212))
- Make possible to send backtest plots with many segments ([225](https://github.com/tinkoff-ai/etna/pull/225))