Update changelog

CHANGELOG.md

@@ -18,19 +18,23 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Add find_change_points function ([#521](https://github.com/tinkoff-ai/etna/pull/521))
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 - Add plot_residuals ([#539](https://github.com/tinkoff-ai/etna/pull/539))
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+- Create `PerSegmentBaseModel`, `PerSegmentPredictionIntervalModel` ([#537](https://github.com/tinkoff-ai/etna/pull/537))
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 ### Changed
 - Change the way `ProphetModel` works with regressors ([#383](https://github.com/tinkoff-ai/etna/pull/383))
 - Change the way `SARIMAXModel` works with regressors ([#380](https://github.com/tinkoff-ai/etna/pull/380)) 
 - Change the way `Sklearn` models works with regressors ([#440](https://github.com/tinkoff-ai/etna/pull/440))
 - Change the way `FeatureSelectionTransform` works with regressors, rename variables replacing the "regressor" to "feature" ([#522](https://github.com/tinkoff-ai/etna/pull/522))
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 - Installation instruction ([#526](https://github.com/tinkoff-ai/etna/pull/526))
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 - Trainer kwargs for deep models ([#540](https://github.com/tinkoff-ai/etna/pull/540))
 - Update CONTRIBUTING.md ([#536](https://github.com/tinkoff-ai/etna/pull/536))
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+- Rename `_CatBoostModel`, `_HoltWintersModel`, `_SklearnModel` ([#543](https://github.com/tinkoff-ai/etna/pull/543))
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 ### Fixed
 - Fix `TSDataset._update_regressors` logic removing the regressors ([#489](https://github.com/tinkoff-ai/etna/pull/489)) 
 - Fix `TSDataset.info`, `TSDataset.describe` methods ([#519](https://github.com/tinkoff-ai/etna/pull/519))