Add note about forecast to documentation of models

CHANGELOG.md

@@ -14,6 +14,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Pipeline ([#78](https://github.com/tinkoff-ai/etna-ts/pull/78))
 - Sequence anomalies ([#96](https://github.com/tinkoff-ai/etna-ts/pull/96))
 - 'is_weekend' feature in DateFlagsTransform ([#101](https://github.com/tinkoff-ai/etna-ts/pull/101))
+- Documentation example for models and note about inplace nature of forecast ([#112](https://github.com/tinkoff-ai/etna-ts/pull/112))
 
 ### Changed
 - SklearnTransform out column names ([#99](https://github.com/tinkoff-ai/etna-ts/pull/99))

docs/source/models.rst

@@ -1,6 +1,37 @@
 Models
 ======
 
+Models are used to make predictions. Let's look at the basic example of usage:
+
+>>> import pandas as pd
+>>> from etna.datasets import TSDataset, generate_ar_df
+>>> from etna.transforms import LagTransform
+>>> from etna.models import LinearPerSegmentModel
+>>>
+>>> df = generate_ar_df(periods=100, start_time="2021-01-01", ar_coef=[1/2], n_segments=2)
+>>> ts = TSDataset(TSDataset.to_dataset(df), "D")
+>>> lag_transform = LagTransform(in_column="target", lags=[3, 4, 5])
+>>> ts.fit_transform(transforms=[lag_transform])
+>>> future_ts = ts.make_future(3)
+>>> model = LinearPerSegmentModel()
+>>> model.fit(ts)
+LinearPerSegmentModel(fit_intercept = True, normalize = False, )
+>>> forecast_ts = model.forecast(future_ts)
+segment                 segment_0  ... segment_1
+feature    regressor_target_lag_3  ...    target
+timestamp                          ...
+2021-04-11              -0.090673  ...  0.286764
+2021-04-12              -0.665337  ...  0.295589
+2021-04-13               0.365363  ...  0.374554
+[3 rows x 8 columns]
+
+There is a key note to mention: `future_ts` and `forecast_ts` are the same objects.
+Method `forecast` only fills 'target' columns in `future_ts` and return reference to it.
+
+>>> forecast_ts is future_ts
+True
+
+
 .. _models:
 
 .. currentmodule:: etna