Fix bugs and documentation for cross_corr_plot

[Mr-Geekman]

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 #663.

Related Issue

#663.

Closing issues

Closes #663.

[Mr-Geekman]

Example script:

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt

from etna.datasets import TSDataset
from etna.analysis import cross_corr_plot


def main():
    df = pd.read_csv("examples/data/example_dataset.csv")
    df = TSDataset.to_dataset(df)
    ts = TSDataset(df, freq="D")

    cross_corr_plot(ts=ts, n_segments=6, columns_num=2, maxlags=20)
    plt.savefig("plot_columns_num_2.png")

    cross_corr_plot(ts=ts, n_segments=6, columns_num=3, maxlags=20)
    plt.savefig("plot_columns_num_3.png")

    cross_corr_plot(ts=ts, segments=["segment_a", "segment_b", "segment_c"], maxlags=20)
    plt.savefig("plot_set_segments.png")

    # add some NaNs at the beginning of one segment
    df.iloc[:5, 0] = np.NaN
    ts = TSDataset(df, freq="D")
    cross_corr_plot(ts=ts, maxlags=20)
    plt.savefig("plot_nans_beginning.png")

    # add some NaNs at the center of one segment
    df.iloc[10, 1] = np.NaN
    ts = TSDataset(df, freq="D")
    cross_corr_plot(ts=ts, maxlags=20)
    plt.savefig("plot_nans_middle.png")


if __name__ == "__main__":
    main()

plot_columns_num_2:

plot_columns_num_3:

plot_set_segments:

plot_nans_beginning:

plot_nans_middle:

[github-actions]

🚀 Deployed on https://deploy-preview-691--etna-docs.netlify.app

[codecov-commenter]

Codecov Report

Merging #691 (49ea1c2) into master (24d36d6) will increase coverage by 0.15%.
The diff coverage is 70.37%.

@@            Coverage Diff             @@
##           master     #691      +/-   ##
==========================================
+ Coverage   84.09%   84.25%   +0.15%     
==========================================
  Files         119      119              
  Lines        6412     6432      +20     
==========================================
+ Hits         5392     5419      +27     
+ Misses       1020     1013       -7     

Impacted Files	Coverage Δ
etna/analysis/plotters.py	21.27% <20.00%> (ø)
etna/analysis/eda_utils.py	54.23% <78.94%> (+5.57%)	⬆️
etna/analysis/utils.py	100.00% <100.00%> (ø)

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[alex-hse-repository]

Try to rewrite this method using np.convolve to compute correlation and norms

[alex-hse-repository]

👍