Add qq_plot

[Mr-Geekman]

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

Look #591.

Related Issue

#591.

Closing issues

Closes #591.

[Mr-Geekman]

Script for plotting:

import matplotlib.pyplot as plt
import pandas as pd

from etna.analysis import qq_plot
from etna.analysis.plotters import get_residuals
from etna.datasets import TSDataset
from etna.models import ProphetModel
from etna.pipeline import Pipeline

HORIZON = 14


def main():
    df = pd.read_csv("examples/data/example_dataset.csv", parse_dates=["timestamp"])
    ts = TSDataset(df=TSDataset.to_dataset(df), freq="D")
    ts_train, ts_test = ts.train_test_split(test_size=HORIZON)

    model = ProphetModel()
    pipeline = Pipeline(model=model, horizon=HORIZON)
    pipeline.fit(ts_train)

    forecast_ts = pipeline.forecast()
    residuals_ts = get_residuals(forecast_df=forecast_ts.to_pandas(), ts=ts)

    qq_plot(residuals_ts=residuals_ts)
    plt.savefig("qq_plot")

    qq_plot(residuals_ts=residuals_ts, qq_plot_params=dict(fit=True))
    plt.savefig("qq_plot_with_fit")

    qq_plot(residuals_ts=residuals_ts, qq_plot_params=dict(fit=True, line="45"))
    plt.savefig("qq_plot_with_fit_and_line")


if __name__ == "__main__":
    main()

qq_plot:

qq_plot_with_fit:

qq_plot_with_fit_and_line:

[codecov-commenter]

Codecov Report

Merging #604 (88cb62a) into master (1ec52f2) will decrease coverage by 0.11%.
The diff coverage is 66.66%.

@@            Coverage Diff             @@
##           master     #604      +/-   ##
==========================================
- Coverage   85.25%   85.13%   -0.12%     
==========================================
  Files         117      118       +1     
  Lines        5860     5881      +21     
==========================================
+ Hits         4996     5007      +11     
- Misses        864      874      +10     

Impacted Files	Coverage Δ
etna/analysis/eda_utils.py	18.91% <23.07%> (+0.40%)	⬆️
etna/analysis/__init__.py	100.00% <100.00%> (ø)
etna/analysis/plotters.py	17.53% <100.00%> (-1.70%)	⬇️
etna/analysis/utils.py	100.00% <100.00%> (ø)

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[julia-shenshina]

🤔

[Mr-Geekman]

Copy-paste development)