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BinsegTrendTransform #69

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julia-shenshina opened this issue Sep 21, 2021 · 0 comments 路 Fixed by #87
Closed
3 tasks done

BinsegTrendTransform #69

julia-shenshina opened this issue Sep 21, 2021 · 0 comments 路 Fixed by #87
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enhancement New feature or request

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@julia-shenshina
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馃殌 Feature Request

Add BinsegTrendTransform that works with multiple trends in series.

Motivation

Works great in experiments!

Proposal

BinSegTrendTransform finds changepoints, fits detrend model for each trend interval and subtracts the trend from the origin series.

Test cases

No response

Alternatives

NEED DISCUSS:
we can use it as a simple detrend model or add inplace option and generate a column with trend.

Additional context

No response

Checklist

  • Added feature request
  • Added motivation
  • Added proposal
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enhancement New feature or request
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Add BinsegTrendTransform, ChangePointsTrendTransform tinkoff-ai/etna
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@julia-shenshina