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Add STLTransform #158

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merged 7 commits into from Oct 11, 2021
Merged

Add STLTransform #158

merged 7 commits into from Oct 11, 2021

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Mr-Geekman
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@Mr-Geekman Mr-Geekman commented Oct 8, 2021

IMPORTANT: Please do not create a Pull Request without creating an issue first.

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?

Type of Change

  • Examples / docs / tutorials / contributors update
  • Bug fix (non-breaking change which fixes an issue)
  • Improvement (non-breaking change which improves an existing feature)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)

Proposed Changes

Add STLTransform class that subtracts trend and seasonal components.

Related Issue

#130.

Closing issues

Closes #130.

@Mr-Geekman Mr-Geekman added the enhancement New feature or request label Oct 8, 2021
@Mr-Geekman Mr-Geekman self-assigned this Oct 8, 2021
@Mr-Geekman Mr-Geekman marked this pull request as ready for review October 8, 2021 10:01
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@martins0n martins0n left a comment

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🔥

stl_kwargs: Optional[Dict[str, Any]] = None,
):
"""
Init _OneSegmentSTLTransform.
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Suggested change
Init _OneSegmentSTLTransform.
Init STLTransform.

if isinstance(model, str):
if model == "arima":
self.model = ARIMA
model_kwargs = {"order": (1, 1, 0)}
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Different default verisions in docstring and this line.

raise ValueError(f"Not a valid option for model: {model}")
elif isinstance(model, TimeSeriesModel):
self.model = model

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I guess we shoud add else block too

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codecov-commenter commented Oct 11, 2021

Codecov Report

Merging #158 (9018bdf) into master (9e9e0c4) will increase coverage by 0.11%.
The diff coverage is 93.22%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #158      +/-   ##
==========================================
+ Coverage   87.01%   87.12%   +0.11%     
==========================================
  Files          73       74       +1     
  Lines        3180     3239      +59     
==========================================
+ Hits         2767     2822      +55     
- Misses        413      417       +4     
Impacted Files Coverage Δ
etna/transforms/stl.py 93.10% <93.10%> (ø)
etna/transforms/__init__.py 100.00% <100.00%> (ø)

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martins0n
martins0n previously approved these changes Oct 11, 2021
@martins0n martins0n merged commit 8d09303 into master Oct 11, 2021
@martins0n martins0n deleted the issue-130 branch October 11, 2021 12:15
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STLTransform
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