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Add get_residuals #597

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merged 7 commits into from Mar 15, 2022
Merged

Add get_residuals #597

merged 7 commits into from Mar 15, 2022

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Mr-Geekman
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@Mr-Geekman Mr-Geekman commented Mar 11, 2022

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

Look #589.

Related Issue

#589.

Closing issues

Closes #589.

@Mr-Geekman Mr-Geekman added the enhancement New feature or request label Mar 11, 2022
@Mr-Geekman Mr-Geekman self-assigned this Mar 11, 2022
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codecov-commenter commented Mar 11, 2022

Codecov Report

Merging #597 (faff52e) into master (e16d25d) will increase coverage by 0.06%.
The diff coverage is 83.33%.

@@            Coverage Diff             @@
##           master     #597      +/-   ##
==========================================
+ Coverage   85.13%   85.20%   +0.06%     
==========================================
  Files         117      117              
  Lines        5806     5818      +12     
==========================================
+ Hits         4943     4957      +14     
+ Misses        863      861       -2     
Impacted Files Coverage Δ
etna/analysis/plotters.py 19.23% <82.35%> (+2.87%) ⬆️
etna/analysis/__init__.py 100.00% <100.00%> (ø)

📣 Codecov can now indicate which changes are the most critical in Pull Requests. Learn more

@martins0n martins0n self-requested a review March 14, 2022 07:48
"""
from etna.datasets import TSDataset

# make flatten dataframes for vectorized operations
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Hm, why we need flatten?
Whats the difference of tsdataset format in case of subtractions?
In both case we subtract one array from another.
And we wouldn't need extra checks.

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I think, that checks on the length is still necessary. Ok, I'll try wide-version and check out if validating length or segments is important or not.

new_ts = TSDataset(df=new_df, freq=ts.freq)
new_ts.known_future = ts.known_future
new_ts._regressors = ts.regressors
new_ts.transforms = ts.transforms
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It seems transforms don't have any sense, do them?

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But if we have transforms in the original TSDataset it is strange to remove them.

def test_get_residuals(ts_fixture, request):
"""Test that get_residuals finds residuals correctly."""
ts = request.getfixturevalue(ts_fixture)
pipeline = Pipeline(
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I think we don't need the whole pipeline to test this small function.
It's overkill, no?

@martins0n martins0n merged commit c309803 into master Mar 15, 2022
@martins0n martins0n deleted the issue-589 branch March 15, 2022 15:19
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Create method get_residuals
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