Create prediction_error_plot

[alex-hse-repository]

🚀 Feature Request

Create method which plot the actual targets from the dataset against the predicted values generated by the model

Motivation

This allows to see how much variance is in the model

Proposal

Create method:

def prediction_error_plot(
    forecast_df: pd.DataFrame,
    ts: "TSDataset",
    segments: Optional[List[str]] = None,
    columns_num: int = 2,
    figsize: Tuple[int, int] = (10, 5),
):

Where:
forecast_df - forecasts from backtest
ts - dataset that was used for backtest

• For each segment create the scatter plot of targets against predicted values, add identity line and best fit for linear regression(see the picture)

Add picture with visualization example to PR

Test cases

No response

Alternatives

No response

Additional context

Checklist

• I discussed this issue with ETNA Team