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[alex-hse-repository]

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

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• 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?

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[alex-hse-repository]

[martins0n]

Looks great! 🥇

Possible issues:
You use strides mostly so we should not have problem with memory of 3-rank tensors.
But it seems we materialize 3-tensor there https://github.com/tinkoff-ai/etna/pull/625/files#diff-a835bd03f65917de399d66fdc3abb96f98627ed9c9b2a43c3004e2cca2166df2R487 for example.
Can we check memory consumtion?

It would be helpful to add dimension sizes to comments near variables in the important places.

[github-actions]

🚀 Deployed on https://deploy-preview-625--etna-docs.netlify.app

[codecov-commenter]

Codecov Report

Merging #625 (5045e6d) into master (858e894) will increase coverage by 0.16%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #625      +/-   ##
==========================================
+ Coverage   84.12%   84.29%   +0.16%     
==========================================
  Files         118      118              
  Lines        6243     6245       +2     
==========================================
+ Hits         5252     5264      +12     
+ Misses        991      981      -10     

Impacted Files	Coverage Δ
etna/transforms/math/statistics.py	99.28% <100.00%> (+0.74%)	⬆️
etna/transforms/nn/pytorch_forecasting.py	95.23% <0.00%> (+4.76%)	⬆️
etna/models/nn/tft.py	100.00% <0.00%> (+8.19%)	⬆️

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[martins0n]

👍