Add SARIMAX model (#10)

* SARIMAX -> new arch + fixes * Update etna/models/sarimax.py Co-authored-by: Julia Shenshina <[email protected]> * Fixes * Update etna/models/sarimax.py * Update etna/models/sarimax.py Co-authored-by: Julia Shenshina <[email protected]> * Update etna/models/sarimax.py Co-authored-by: Julia Shenshina <[email protected]> Co-authored-by: a.p.chikov <[email protected]> Co-authored-by: Julia Shenshina <[email protected]>
tinkoff-ai · Sep 8, 2021 · 6d17d2d · 6d17d2d
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diff --git a/etna/datasets/tsdataset.py b/etna/datasets/tsdataset.py
@@ -35,7 +35,7 @@ def __init__(self, df: pd.DataFrame, freq: str, df_exog: Optional[pd.DataFrame]
             frequency of timestamp in df
         df_exog:
             dataframe with exogenous data;
-            if the series is known in the future features' names should start wuth prefix 'regressor_`.
+            if the series is known in the future features' names should start with prefix 'regressor_`.
         """
         self.raw_df = df.copy(deep=True)
         self.raw_df.index = pd.to_datetime(self.raw_df.index)

diff --git a/etna/models/__init__.py b/etna/models/__init__.py
@@ -7,4 +7,5 @@
 from etna.models.moving_average import MovingAverageModel
 from etna.models.naive import NaiveModel
 from etna.models.prophet import ProphetModel
+from etna.models.sarimax import SARIMAXModel
 from etna.models.seasonal_ma import SeasonalMovingAverageModel