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updated doc
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brsnw250 committed Jun 13, 2023
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Expand Up @@ -23,18 +23,20 @@ Basic ``forecast`` usage:
**Forecast config parameters**

* :code:`prediction_interval` - whether to estimate prediction interval for forecast.
* :code:`quantiles` - levels of prediction distribution. By default 2.5% and 97.5% are taken to form a 95% prediction interval.
* :code:`n_folds` - number of folds to use in the backtest for prediction interval estimation. By default equals to 3.
* :code:`return_components` - whether to estimate forecast components
* :code:`start_timestamp` - timestamp with the starting point of forecast.
* :code:`estimate_n_folds` - whether to estimate the number of folds from data. Works only when prediction intervals are enabled. Requires :code:`context_size` parameter set in pipeline config.

:code:`context_size` is the top level field in pipeline config,
determines minimum number of points in the history that is required by pipeline to produce a forecast.
Other parameters that could be set in the configuration file could be found in :meth:`~etna.pipeline.pipeline.Pipeline.forecast` method documentation.

Setting these parameters is optional.
Further information on arguments could be found in the documentation of :meth:`~etna.pipeline.pipeline.Pipeline.forecast` method.


**Pipeline config parameters**

* :code:`context_size` - minimum number of points in the history that is required by pipeline to produce a forecast.

Further information on pipeline parameters could be found in :class:`~etna.pipeline.pipeline.Pipeline` method documentation.


**How to create config?**

Expand Down Expand Up @@ -140,22 +142,18 @@ Basic ``backtest`` usage:
**Backtest config parameters**

* :code:`metrics` - list of metrics to compute for each fold.
* :code:`n_folds` - number of folds to use in the backtest for prediction interval estimation. By default equals to 5.
* :code:`mode` - train generation policy: :code:`expand` or :code:`constant`.
* :code:`aggregate_metrics` - if :code:`True` aggregate metrics above folds, return raw metrics otherwise.
* :code:`n_jobs` - number of jobs to run in parallel.
* :code:`refit` - determines how often pipeline should be retrained during iteration over folds.
* :code:`stride` - number of points between folds.
* :code:`joblib_params` - additional parameters for :py:class:`joblib.Parallel`
* :code:`forecast_params` - additional parameters for :meth:`~etna.pipeline.base.BasePipeline.forecast`
* :code:`estimate_n_folds` - whether to estimate the number of folds from data. Requires :code:`context_size` parameter set in pipeline config.

:code:`context_size` is the top level field in pipeline config,
determines minimum number of points in the history that is required by pipeline to produce a forecast.
Other parameters that could be set in the configuration file could be found in :meth:`~etna.pipeline.base.BasePipeline.backtest` method documentation.

Setting these parameters is optional.
Further information on arguments could be found in the documentation of :meth:`~etna.pipeline.base.BasePipeline.backtest` method.


**Pipeline config parameters**

* :code:`context_size` - minimum number of points in the history that is required by pipeline to produce a forecast.

Further information on pipeline parameters could be found in :class:`~etna.pipeline.pipeline.Pipeline` method documentation.

**How to create configs?**

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