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Confidence intervals -> Pipeline #221

Merged
merged 9 commits into from
Oct 27, 2021
Merged

Confidence intervals -> Pipeline #221

merged 9 commits into from
Oct 27, 2021

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alex-hse-repository
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@alex-hse-repository alex-hse-repository commented Oct 26, 2021

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 confidence intervals to Pipeline

Related Issue

Closing issues

closes #202

@alex-hse-repository alex-hse-repository added the enhancement New feature or request label Oct 26, 2021
@alex-hse-repository alex-hse-repository self-assigned this Oct 26, 2021
@martins0n martins0n self-requested a review October 26, 2021 07:54
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codecov-commenter commented Oct 26, 2021

Codecov Report

Merging #221 (1f130ba) into master (9ba2f6d) will increase coverage by 0.10%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #221      +/-   ##
==========================================
+ Coverage   88.51%   88.62%   +0.10%     
==========================================
  Files          78       78              
  Lines        3728     3762      +34     
==========================================
+ Hits         3300     3334      +34     
  Misses        428      428              
Impacted Files Coverage Δ
etna/ensembles/stacking_ensemble.py 99.06% <ø> (-0.05%) ⬇️
.../analysis/outliers/confidence_interval_outliers.py 86.95% <100.00%> (ø)
etna/models/prophet.py 98.23% <100.00%> (+0.04%) ⬆️
etna/models/sarimax.py 95.65% <100.00%> (-0.07%) ⬇️
etna/pipeline/pipeline.py 99.43% <100.00%> (+0.15%) ⬆️

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We should add functional test that will check confidence intervals

etna/models/prophet.py Outdated Show resolved Hide resolved
etna/pipeline/pipeline.py Outdated Show resolved Hide resolved
martins0n
martins0n previously approved these changes Oct 27, 2021
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🔥

@martins0n martins0n merged commit 5440879 into master Oct 27, 2021
@martins0n martins0n deleted the issue-202 branch October 27, 2021 15:27
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Confidence intervals from error estimation from backtest
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