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Prediction intervals example noteook #189

Merged
merged 8 commits into from
Dec 15, 2023
Merged

Prediction intervals example noteook #189

merged 8 commits into from
Dec 15, 2023

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brsnw250
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@brsnw250 brsnw250 commented Dec 11, 2023

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?

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Closing issues

closes #170

@brsnw250 brsnw250 self-assigned this Dec 11, 2023
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github-actions bot commented Dec 11, 2023

🚀 Deployed on https://deploy-preview-189--etna-docs.netlify.app

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Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (9e577bb) 89.29% compared to head (cd1e1dd) 89.29%.

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@@           Coverage Diff           @@
##           master     #189   +/-   ##
=======================================
  Coverage   89.29%   89.29%           
=======================================
  Files         198      198           
  Lines       12866    12866           
=======================================
  Hits        11489    11489           
  Misses       1377     1377           

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@brsnw250 brsnw250 marked this pull request as ready for review December 13, 2023 07:05
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@@ -15,7 +15,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- `ConformalPredictionIntervals` method for prediction intervals estimation ([#152](https://github.com/etna-team/etna/pull/152))
- Add DeepARNativeModel ([#114](https://github.com/etna-team/etna/pull/114))
- `EmpiricalPredictionIntervals` method for prediction intervals estimation ([#173](https://github.com/etna-team/etna/pull/173))
-
- Prediction intervals tutorial notebook ([#189](https://github.com/etna-team/etna/pull/189))
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We should also prepare this notebook for a tutorials documentation page. See changelog with title "Adding a new jupyter notebook tutorial".

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review-notebook-app bot commented Dec 13, 2023

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d-a-bunin commented on 2023-12-13T10:29:50Z
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1). We should probably describe what prediction interval is and may be there to read about it.

2). We should provide a distinction between model-specific methods that are implemented in our models and model-agnostic methods which are implemented separately.

3). I don't think that current description is clear enough with this quantiles vs. arbitrary borders.


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review-notebook-app bot commented Dec 13, 2023

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d-a-bunin commented on 2023-12-13T10:29:51Z
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Line #2.    forecast

This produces a very big output. Could we for example, make it smaller by using out_column for transforms?


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d-a-bunin commented on 2023-12-13T10:29:52Z
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May be it is better to say "in the dataset with forecast"?


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review-notebook-app bot commented Dec 13, 2023

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d-a-bunin commented on 2023-12-13T10:29:53Z
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I don't think the second sentence is necessary and could be removed.


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review-notebook-app bot commented Dec 13, 2023

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d-a-bunin commented on 2023-12-13T10:29:53Z
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There are should be no intervals in the dataset

It doesn't look good. Try using https://www.deepl.com/write

Interval border sets should match for all the segments.

I don't understand what it means.


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review-notebook-app bot commented Dec 13, 2023

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d-a-bunin commented on 2023-12-13T10:29:54Z
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This method estimate

estimates


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review-notebook-app bot commented Dec 13, 2023

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d-a-bunin commented on 2023-12-13T10:29:55Z
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ConstantWidthInterval isn't rendered well here at reviewnb.


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review-notebook-app bot commented Dec 13, 2023

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d-a-bunin commented on 2023-12-13T10:29:56Z
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Why don't we have any conclusion?


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@brsnw250 brsnw250 merged commit dab9dad into master Dec 15, 2023
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@d-a-bunin d-a-bunin deleted the issue-170 branch December 15, 2023 08:34
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Prediction intervals example noteook
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