get_anomalies_confidence_interval -> EDA

[alex-hse-repository]

IMPORTANT: Please do not create a Pull Request without creating an issue first.

Before submitting (must do checklist)

• Did you read the contribution guide?
• Did you update the docs? We use Numpy format for all the methods and classes.
• Did you write any new necessary tests?
• Did you update the CHANGELOG?

Type of Change

• Examples / docs / tutorials / contributors update
• Bug fix (non-breaking change which fixes an issue)
• Improvement (non-breaking change which improves an existing feature)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Proposed Changes

Add get_anomalies_confidence_interval to EDA

Related Issue

Closing issues

[Ama16]

I think it's not very clear what it is. Perhaps better would be "The significance level for the confidence interval. The default interval_width = .95 take a 95% confidence interval."

[martins0n]

Let's add at the beginning of sarimax.py

import warnings
from statsmodels.tools.sm_exceptions import ValueWarning

warnings.filterwarnings(
    message="No frequency information was provided, so inferred frequency .* will be used",
    action='ignore',
    category=ValueWarning,
    module='statsmodels.tsa.base.tsa_model'
)

And fix Artem's feedback.

[codecov-commenter]

Codecov Report

Merging #182 (2f22bca) into master (3c19e2f) will increase coverage by 0.03%.
The diff coverage is 89.65%.

@@            Coverage Diff             @@
##           master     #182      +/-   ##
==========================================
+ Coverage   87.97%   88.01%   +0.03%     
==========================================
  Files          75       76       +1     
  Lines        3477     3505      +28     
==========================================
+ Hits         3059     3085      +26     
- Misses        418      420       +2     

Impacted Files	Coverage Δ
.../analysis/outliers/confidence_interval_outliers.py	86.95% <86.95%> (ø)
etna/analysis/__init__.py	100.00% <100.00%> (ø)
etna/analysis/outliers/__init__.py	100.00% <100.00%> (ø)
etna/models/sarimax.py	95.71% <100.00%> (+0.82%)	⬆️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 3c19e2f...2f22bca. Read the comment docs.

[martins0n]

👍