Index

_

_AutoARIMAAdapter (class in etna.models.autoarima) _Callback (class in etna.auto.auto) _CatBoostAdapter (class in etna.models.catboost) _create_holidays_df() (in module etna.analysis.plotters) _create_holidays_df_dataframe() (in module etna.analysis.plotters) _create_holidays_df_str() (in module etna.analysis.plotters) _cross_correlation() (in module etna.analysis.eda_utils) _DeadlineMovingAverageModel (class in etna.models.deadline_ma) _DeepCopyMixin (class in etna.models.nn.utils) _get_borders_ts() (in module etna.analysis.plotters) _get_existing_quantiles() (in module etna.analysis.plotters) _get_fictitious_relevances() (in module etna.analysis.plotters) _get_labels_names() (in module etna.analysis.plotters) _get_optional_value() (in module etna.settings) _get_seasonal_cycle_name() (in module etna.analysis.eda_utils) _get_seasonal_in_cycle_name() (in module etna.analysis.eda_utils) _get_seasonal_in_cycle_num() (in module etna.analysis.eda_utils) _HoltWintersAdapter (class in etna.models.holt_winters) _Initializer (class in etna.auto.auto) _is_prophet_available() (in module etna.settings) _is_torch_available() (in module etna.settings) _is_tsfresh_available() (in module etna.settings) _is_wandb_available() (in module etna.settings) _LabelEncoder (class in etna.transforms.encoders.categorical) _Logger (class in etna.loggers.base)

_module_available() (in module etna.settings) _OneSegmentChangePointsSegmentationTransform (class in etna.transforms.decomposition.change_points_segmentation) _OneSegmentChangePointsTrendTransform (class in etna.transforms.decomposition.change_points_trend) _OneSegmentLinearTrendBaseTransform (class in etna.transforms.decomposition.detrend) _OneSegmentResampleWithDistributionTransform (class in etna.transforms.missing_values.resample) _OneSegmentSpecialDaysTransform (class in etna.transforms.timestamp.special_days) _OneSegmentSTLTransform (class in etna.transforms.decomposition.stl) _OneSegmentTimeSeriesImputerTransform (class in etna.transforms.missing_values.imputation) _OneSegmentTrendTransform (class in etna.transforms.decomposition.trend) _prepare_df() (in module etna.analysis.feature_relevance.relevance_table) _prepare_forecast_results() (in module etna.analysis.plotters) _prepare_seasonal_plot_df() (in module etna.analysis.eda_utils) _ProphetAdapter (class in etna.models.prophet) _QuantileMetricMixin (class in etna.metrics.intervals_metrics) _resample() (in module etna.analysis.eda_utils) _SARIMAXAdapter (class in etna.models.sarimax) _SARIMAXBaseAdapter (class in etna.models.sarimax) _seasonal_split() (in module etna.analysis.eda_utils) _SeasonalMovingAverageModel (class in etna.models.seasonal_ma) _select_quantiles() (in module etna.analysis.plotters) _SingleDifferencingTransform (class in etna.transforms.math.differencing) _SklearnAdapter (class in etna.models.sklearn) _TBATSAdapter (class in etna.models.tbats) _TorchDataset (class in etna.datasets.utils) _TrendTransform (class in etna.transforms.decomposition.trend) _validate_intersecting_segments() (in module etna.analysis.plotters)

A

absolute_difference_distance() (in module etna.analysis.outliers.density_outliers) AbstractMetric (class in etna.metrics.base) AbstractModel (class in etna.models.base) AbstractPipeline (class in etna.pipeline.base) AbstractRunner (class in etna.auto.runner.base) acf_plot() (in module etna.analysis.eda_utils) add() (_Logger method) AddConstTransform (class in etna.transforms.math.add_constant)

adjust_estimation() (in module etna.analysis.outliers.hist_outliers) after_trial() (ConfigSampler method) aggregate() (BaseReconciliator method) aggregate_metrics_df() (in module etna.metrics.utils) AggregationMode (class in etna.analysis.feature_selection.mrmr_selection) assemble_pipelines() (in module etna.pipeline.assembling_pipelines) Auto (class in etna.auto.auto) AutoARIMAModel (class in etna.models.autoarima) AutoRegressivePipeline (class in etna.pipeline.autoregressive_pipeline)

B

backtest() (AbstractPipeline method) (BasePipeline method) (in module etna.commands.backtest_command) BaseAdapter (class in etna.models.base) BaseChangePointsModelAdapter (class in etna.transforms.decomposition.base_change_points) BaseFeatureSelectionTransform (class in etna.transforms.feature_selection.base) BaseFileLogger (class in etna.loggers.file_logger) BaseGaleShapley (class in etna.transforms.feature_selection.gale_shapley) BaseLogger (class in etna.loggers.base) BasePipeline (class in etna.pipeline.base)

BaseReconciliator (class in etna.reconciliation.base) BATSModel (class in etna.models.tbats) BinsegTrendTransform (class in etna.transforms.decomposition.binseg) BottomUpReconciliator (class in etna.reconciliation.bottom_up) box (MetricPlotType attribute) BoxCoxTransform (class in etna.transforms.math.power) break_match() (GaleShapleyMatcher static method) build_clustering_algo() (HierarchicalClustering method) build_distance_matrix() (DTWClustering method) (EuclideanClustering method) (HierarchicalClustering method)

C

calc_day_number_in_month() (in module etna.transforms.timestamp.special_days) calc_day_number_in_week() (in module etna.transforms.timestamp.special_days) CatBoostModelMultiSegment (class in etna.models.catboost) CatBoostModelPerSegment (class in etna.models.catboost) CatBoostMultiSegmentModel (class in etna.models.catboost) CatBoostPerSegmentModel (class in etna.models.catboost) ChangePointsSegmentationTransform (class in etna.transforms.decomposition.change_points_segmentation) ChangePointsTrendTransform (class in etna.transforms.decomposition.change_points_trend) check_segment() (FeatureGaleShapley method) Clustering (class in etna.clustering.base) ClusteringLinkageMode (class in etna.clustering.hierarchical.base) columns (TSDataset property) compute_f() (in module etna.analysis.outliers.hist_outliers) compute_metrics() (in module etna.metrics.utils) config_hash() (in module etna.auto.utils)

ConfigFileFinder (class in etna.settings) ConfigSampler (class in etna.auto.optuna.config_sampler) configure_optimizers() (MLPNet method) (RNNNet method) ConsoleLogger (class in etna.loggers.console_logger) context_size (_DeadlineMovingAverageModel property) (AbstractModel property) (DeadlineMovingAverageModel property) (DeepBaseModel property) (NonPredictionIntervalContextIgnorantAbstractModel property) (PredictionIntervalContextIgnorantAbstractModel property) (SeasonalMovingAverageModel property) Coverage (class in etna.metrics.intervals_metrics) create_ts_by_column() (in module etna.analysis.outliers.prediction_interval_outliers) cross_corr_plot() (in module etna.analysis.eda_utils) CrossValidationMode (class in etna.pipeline.base)

D

DataFrameFormat (class in etna.datasets.utils) DateFlagsTransform (class in etna.transforms.timestamp.date_flags) DeadlineMovingAverageModel (class in etna.models.deadline_ma) DeepAbstractNet (class in etna.models.base) DeepARModel (class in etna.models.nn.deepar) DeepBaseAbstractModel (class in etna.models.base) DeepBaseModel (class in etna.models.base) DeepBaseNet (class in etna.models.base) DensityOutliersTransform (class in etna.transforms.outliers.point_outliers) describe() (TSDataset method) detect_outliers() (DensityOutliersTransform method) (MedianOutliersTransform method) (OutliersTransform method) (PredictionIntervalOutliersTransform method)

determine_num_steps() (in module etna.models.utils) DifferencingTransform (class in etna.transforms.math.differencing) DirectEnsemble (class in etna.ensembles.direct_ensemble) disable() (_Logger method) Distance (class in etna.clustering.distances.base) DistanceMatrix (class in etna.clustering.distances.distance_matrix) distribution_plot() (in module etna.analysis.eda_utils) DTWClustering (class in etna.clustering.hierarchical.dtw_clustering) DTWDistance (class in etna.clustering.distances.dtw_distance) dummy() (in module etna.metrics.intervals_metrics) duplicate_data() (in module etna.datasets.utils)

E

ElasticMultiSegmentModel (class in etna.models.linear) ElasticPerSegmentModel (class in etna.models.linear) EnsembleMixin (class in etna.ensembles.mixins) etna.analysis module etna.analysis.change_points_trend module etna.analysis.change_points_trend.search module etna.analysis.eda_utils module etna.analysis.feature_relevance module etna.analysis.feature_relevance.relevance module etna.analysis.feature_relevance.relevance_table module etna.analysis.feature_selection module etna.analysis.feature_selection.mrmr_selection module etna.analysis.outliers module etna.analysis.outliers.density_outliers module etna.analysis.outliers.hist_outliers module etna.analysis.outliers.median_outliers module etna.analysis.outliers.prediction_interval_outliers module etna.analysis.plotters module etna.analysis.utils module etna.auto module etna.auto.auto module etna.auto.optuna module etna.auto.optuna.config_sampler module etna.auto.optuna.wrapper module etna.auto.pool module etna.auto.pool.generator module etna.auto.pool.templates module etna.auto.pool.utils module etna.auto.runner module etna.auto.runner.base module etna.auto.runner.local module etna.auto.runner.utils module etna.auto.utils module etna.clustering module etna.clustering.base module etna.clustering.distances module etna.clustering.distances.base module etna.clustering.distances.distance_matrix module etna.clustering.distances.dtw_distance module etna.clustering.distances.euclidean_distance module etna.clustering.hierarchical module etna.clustering.hierarchical.base module etna.clustering.hierarchical.dtw_clustering module etna.clustering.hierarchical.euclidean_clustering module etna.commands module etna.commands.backtest_command module etna.commands.forecast_command module etna.commands.resolvers module etna.datasets module etna.datasets.datasets_generation module etna.datasets.hierarchical_structure module etna.datasets.tsdataset module etna.datasets.utils module etna.ensembles module etna.ensembles.direct_ensemble module etna.ensembles.mixins module etna.ensembles.stacking_ensemble module etna.ensembles.voting_ensemble module etna.loggers module etna.loggers.base module etna.loggers.build module etna.loggers.console_logger module etna.loggers.file_logger module etna.loggers.wandb_logger module etna.metrics module etna.metrics.base module etna.metrics.functional_metrics module etna.metrics.intervals_metrics module etna.metrics.metrics module etna.metrics.utils module etna.models module etna.models.autoarima module etna.models.base module etna.models.catboost module etna.models.deadline_ma module etna.models.decorators module

etna.models.holt_winters module etna.models.linear module etna.models.mixins module etna.models.moving_average module etna.models.naive module etna.models.nn module etna.models.nn.deepar module etna.models.nn.mlp module etna.models.nn.rnn module etna.models.nn.tft module etna.models.nn.utils module etna.models.prophet module etna.models.sarimax module etna.models.seasonal_ma module etna.models.sklearn module etna.models.tbats module etna.models.utils module etna.pipeline module etna.pipeline.assembling_pipelines module etna.pipeline.autoregressive_pipeline module etna.pipeline.base module etna.pipeline.hierarchical_pipeline module etna.pipeline.mixins module etna.pipeline.pipeline module etna.reconciliation module etna.reconciliation.base module etna.reconciliation.bottom_up module etna.reconciliation.top_down module etna.settings module etna.transforms module etna.transforms.base module etna.transforms.decomposition module etna.transforms.decomposition.base_change_points module etna.transforms.decomposition.binseg module etna.transforms.decomposition.change_points_segmentation module etna.transforms.decomposition.change_points_trend module etna.transforms.decomposition.detrend module etna.transforms.decomposition.stl module etna.transforms.decomposition.trend module etna.transforms.encoders module etna.transforms.encoders.categorical module etna.transforms.encoders.mean_segment_encoder module etna.transforms.encoders.segment_encoder module etna.transforms.feature_selection module etna.transforms.feature_selection.base module etna.transforms.feature_selection.feature_importance module etna.transforms.feature_selection.filter module etna.transforms.feature_selection.gale_shapley module etna.transforms.math module etna.transforms.math.add_constant module etna.transforms.math.apply_lambda module etna.transforms.math.differencing module etna.transforms.math.lags module etna.transforms.math.log module etna.transforms.math.power module etna.transforms.math.scalers module etna.transforms.math.sklearn module etna.transforms.math.statistics module etna.transforms.missing_values module etna.transforms.missing_values.imputation module etna.transforms.missing_values.resample module etna.transforms.nn module etna.transforms.nn.pytorch_forecasting module etna.transforms.outliers module etna.transforms.outliers.base module etna.transforms.outliers.point_outliers module etna.transforms.timestamp module etna.transforms.timestamp.date_flags module etna.transforms.timestamp.fourier module etna.transforms.timestamp.holiday module etna.transforms.timestamp.special_days module etna.transforms.timestamp.time_flags module etna.transforms.utils module EuclideanClustering (class in etna.clustering.hierarchical.euclidean_clustering) EuclideanDistance (class in etna.clustering.distances.euclidean_distance) experiment (WandbLogger property)

F

FeatureGaleShapley (class in etna.transforms.feature_selection.gale_shapley) fill_template() (in module etna.auto.pool.utils) FilterFeaturesTransform (class in etna.transforms.feature_selection.filter) find_change_points() (in module etna.analysis.change_points_trend.search) finish_experiment() (_Logger method) (BaseLogger method) (WandbLogger method) first (SeasonalPlotAlignment attribute) fit() (_CatBoostAdapter method) (_DeadlineMovingAverageModel method) (_HoltWintersAdapter method) (_OneSegmentChangePointsSegmentationTransform method) (_OneSegmentChangePointsTrendTransform method) (_OneSegmentLinearTrendBaseTransform method) (_OneSegmentResampleWithDistributionTransform method) (_OneSegmentSpecialDaysTransform method) (_OneSegmentSTLTransform method) (_OneSegmentTimeSeriesImputerTransform method) (_ProphetAdapter method) (_SARIMAXBaseAdapter method) (_SeasonalMovingAverageModel method) (_SingleDifferencingTransform method) (_SklearnAdapter method) (AbstractModel method) (AbstractPipeline method) (AddConstTransform method) (Auto method) (AutoRegressivePipeline method) (BaseReconciliator method) (BottomUpReconciliator method) (DateFlagsTransform method) (DeepARModel method) (DeepBaseModel method) (DifferencingTransform method) (DirectEnsemble method) (DistanceMatrix method) (FilterFeaturesTransform method) (FourierTransform method) (GaleShapleyFeatureSelectionTransform method) (HierarchicalPipeline method) (HolidayTransform method) (LabelEncoderTransform method) (LagTransform method) (LambdaTransform method) (LogTransform method) (MeanSegmentEncoderTransform method) (MRMRFeatureSelectionTransform method) (MultiSegmentModelMixin method) (OneHotEncoderTransform method) (OutliersTransform method) (PerSegmentModelMixin method) (PerSegmentWrapper method) (Pipeline method) (PytorchForecastingTransform method) (SegmentEncoderTransform method) (SklearnTransform method) (StackingEnsemble method) (TFTModel method) (TimeFlagsTransform method) (TopDownReconciliator method) (Transform method) (TreeFeatureSelectionTransform method) (VotingEnsemble method) (WindowStatisticsTransform method)

fit_predict() (Clustering method) (DistanceMatrix method) (HierarchicalClustering method) fit_transform() (_OneSegmentLinearTrendBaseTransform method) (Transform method) (TSDataset method) FoldMask (class in etna.pipeline.base) forecast() (_DeadlineMovingAverageModel method) (_SARIMAXBaseAdapter method) (_SeasonalMovingAverageModel method) (AbstractPipeline method) (BasePipeline method) (DeepARModel method) (DeepBaseModel method) (HierarchicalPipeline method) (in module etna.commands.forecast_command) (NonPredictionIntervalContextIgnorantAbstractModel method) (NonPredictionIntervalContextIgnorantModelMixin method) (NonPredictionIntervalContextRequiredAbstractModel method) (NonPredictionIntervalContextRequiredModelMixin method) (Pipeline method) (PredictionIntervalContextIgnorantAbstractModel method) (PredictionIntervalContextIgnorantModelMixin method) (PredictionIntervalContextRequiredAbstractModel method) (PredictionIntervalContextRequiredModelMixin method) (TFTModel method) forward() (MLPNet method) (RNNNet method) FourierTransform (class in etna.transforms.timestamp.fourier) FutureMixin (class in etna.transforms.base)

G

GaleShapleyFeatureSelectionTransform (class in etna.transforms.feature_selection.gale_shapley) GaleShapleyMatcher (class in etna.transforms.feature_selection.gale_shapley) generate() (PoolGenerator method) generate_ar_df() (in module etna.datasets.datasets_generation) generate_const_df() (in module etna.datasets.datasets_generation) generate_from_patterns_df() (in module etna.datasets.datasets_generation) generate_hierarchical_df() (in module etna.datasets.datasets_generation) generate_periodic_df() (in module etna.datasets.datasets_generation) generate_possible_local_files() (ConfigFileFinder method) get_anomalies_density() (in module etna.analysis.outliers.density_outliers) get_anomalies_hist() (in module etna.analysis.outliers.hist_outliers) get_anomalies_median() (in module etna.analysis.outliers.median_outliers) get_anomalies_prediction_interval() (in module etna.analysis.outliers.prediction_interval_outliers) get_average() (Distance method) get_centroids() (Clustering method) (HierarchicalClustering method) get_change_points() (BaseChangePointsModelAdapter method) (RupturesChangePointsModel method) get_change_points_intervals() (BaseChangePointsModelAdapter method) get_config_by_hash() (ConfigSampler method) get_correlation_matrix() (in module etna.analysis.plotters) get_function() (MetricPlotType method) (PerFoldAggregation method) (SeasonalPlotAggregation method) get_level_dataframe() (in module etna.datasets.utils) get_level_dataset() (TSDataset method) get_level_depth() (HierarchicalStructure method) get_level_segments() (HierarchicalStructure method) get_model() (_CatBoostAdapter method) (_HoltWintersAdapter method) (_ProphetAdapter method) (_SARIMAXBaseAdapter method) (_SklearnAdapter method) (_TBATSAdapter method) (AbstractModel method) (BaseAdapter method) (DeadlineMovingAverageModel method) (DeepARModel method) (DeepBaseAbstractModel method) (DeepBaseModel method) (MultiSegmentModelMixin method) (PerSegmentModelMixin method) (SeasonalMovingAverageModel method) (TFTModel method)

get_model_relevance_table() (in module etna.analysis.feature_relevance.relevance_table) get_next_candidate() (SegmentGaleShapley method) get_residuals() (in module etna.analysis.plotters) get_segment_density_outliers_indices() (in module etna.analysis.outliers.density_outliers) get_segment_level() (HierarchicalStructure method) get_statistics_relevance_table() (in module etna.analysis.feature_relevance.relevance_table) get_summing_matrix() (HierarchicalStructure method) get_target_with_quantiles() (in module etna.datasets.utils) GETBOOL_ACTIONS (MergedConfigParser attribute) greater_is_better (AbstractMetric property) (Coverage property) (MAE property) (MAPE property) (MaxDeviation property) (MedAE property) (MSE property) (MSLE property) (R2 property) (RMSE property) (Sign property) (SMAPE property) (WAPE property) (Width property)

H

has_hierarchy() (TSDataset method) head() (TSDataset method) HierarchicalClustering (class in etna.clustering.hierarchical.base) HierarchicalPipeline (class in etna.pipeline.hierarchical_pipeline) HierarchicalStructure (class in etna.datasets.hierarchical_structure)

hist (MetricPlotType attribute) hist() (in module etna.analysis.outliers.hist_outliers) HolidayTransform (class in etna.transforms.timestamp.holiday) HoltModel (class in etna.models.holt_winters) HoltWintersModel (class in etna.models.holt_winters)

I

ImputerMode (class in etna.transforms.encoders.categorical) (class in etna.transforms.missing_values.imputation) index (TSDataset property) infer_relative_search_space() (ConfigSampler method) info() (TSDataset method) inverse_transform() (_OneSegmentChangePointsTrendTransform method) (_OneSegmentLinearTrendBaseTransform method) (_OneSegmentSTLTransform method) (_OneSegmentTimeSeriesImputerTransform method) (_OneSegmentTrendTransform method) (_SingleDifferencingTransform method) (AddConstTransform method) (BaseFeatureSelectionTransform method) (DifferencingTransform method) (FilterFeaturesTransform method) (LambdaTransform method) (LogTransform method) (OutliersTransform method) (PerSegmentWrapper method) (SklearnTransform method) (Transform method) (TSDataset method)

isnull() (TSDataset method)

L

LabelEncoderTransform (class in etna.transforms.encoders.categorical) LagTransform (class in etna.transforms.math.lags) LambdaTransform (class in etna.transforms.math.apply_lambda) last (SeasonalPlotAlignment attribute) level_names() (TSDataset method) LinearMultiSegmentModel (class in etna.models.linear) LinearPerSegmentModel (class in etna.models.linear) LinearTrendTransform (class in etna.transforms.decomposition.detrend) load() (SaveEnsembleMixin class method) (SaveModelPipelineMixin class method) loc (TSDataset property) local_config_files() (ConfigFileFinder method) local_configs() (ConfigFileFinder method) LocalFileLogger (class in etna.loggers.file_logger) LocalRunner (class in etna.auto.runner.local)

log() (_Logger method) (BaseFileLogger method) (BaseLogger method) (ConsoleLogger method) (WandbLogger method) log_backtest_metrics() (_Logger method) (BaseFileLogger method) (BaseLogger method) (ConsoleLogger method) (WandbLogger method) log_backtest_run() (_Logger method) (BaseFileLogger method) (BaseLogger method) (WandbLogger method) log_decorator() (in module etna.models.decorators) LogTransform (class in etna.transforms.math.log)

M

MADTransform (class in etna.transforms.math.statistics) MAE (class in etna.metrics.metrics) make_future() (TSDataset method) make_samples() (DeepAbstractNet method) (MLPNet method) (RNNNet method) MAPE (class in etna.metrics.metrics) mape() (in module etna.metrics.functional_metrics) match() (GaleShapleyMatcher static method) match_target_quantiles() (in module etna.datasets.utils) max_deviation() (in module etna.metrics.functional_metrics) MaxAbsScalerTransform (class in etna.transforms.math.scalers) MaxDeviation (class in etna.metrics.metrics) MaxTransform (class in etna.transforms.math.statistics) MeanSegmentEncoderTransform (class in etna.transforms.encoders.mean_segment_encoder) MeanTransform (class in etna.transforms.math.statistics) MedAE (class in etna.metrics.metrics) MedianOutliersTransform (class in etna.transforms.outliers.point_outliers) MedianTransform (class in etna.transforms.math.statistics) MergedConfigParser (class in etna.settings) Metric (class in etna.metrics.base) metric_per_segment_distribution_plot() (in module etna.analysis.plotters) MetricAggregationMode (class in etna.metrics.base) MetricPlotType (class in etna.analysis.plotters) MinMaxDifferenceTransform (class in etna.transforms.math.statistics) MinMaxScalerTransform (class in etna.transforms.math.scalers) MinTransform (class in etna.transforms.math.statistics) MLPBatch (class in etna.models.nn.mlp) MLPModel (class in etna.models.nn.mlp) MLPNet (class in etna.models.nn.mlp) ModelForecastingMixin (class in etna.models.mixins) ModelPipelinePredictMixin (class in etna.pipeline.mixins) ModelRelevanceTable (class in etna.analysis.feature_relevance.relevance) module etna.analysis etna.analysis.change_points_trend etna.analysis.change_points_trend.search etna.analysis.eda_utils etna.analysis.feature_relevance etna.analysis.feature_relevance.relevance etna.analysis.feature_relevance.relevance_table etna.analysis.feature_selection etna.analysis.feature_selection.mrmr_selection etna.analysis.outliers etna.analysis.outliers.density_outliers etna.analysis.outliers.hist_outliers etna.analysis.outliers.median_outliers etna.analysis.outliers.prediction_interval_outliers etna.analysis.plotters etna.analysis.utils etna.auto etna.auto.auto etna.auto.optuna etna.auto.optuna.config_sampler etna.auto.optuna.wrapper etna.auto.pool etna.auto.pool.generator etna.auto.pool.templates etna.auto.pool.utils etna.auto.runner etna.auto.runner.base etna.auto.runner.local etna.auto.runner.utils etna.auto.utils etna.clustering etna.clustering.base etna.clustering.distances etna.clustering.distances.base etna.clustering.distances.distance_matrix etna.clustering.distances.dtw_distance etna.clustering.distances.euclidean_distance etna.clustering.hierarchical etna.clustering.hierarchical.base etna.clustering.hierarchical.dtw_clustering etna.clustering.hierarchical.euclidean_clustering etna.commands etna.commands.backtest_command etna.commands.forecast_command etna.commands.resolvers etna.datasets etna.datasets.datasets_generation etna.datasets.hierarchical_structure etna.datasets.tsdataset etna.datasets.utils etna.ensembles etna.ensembles.direct_ensemble etna.ensembles.mixins etna.ensembles.stacking_ensemble etna.ensembles.voting_ensemble etna.loggers etna.loggers.base etna.loggers.build etna.loggers.console_logger etna.loggers.file_logger etna.loggers.wandb_logger etna.metrics etna.metrics.base etna.metrics.functional_metrics etna.metrics.intervals_metrics etna.metrics.metrics etna.metrics.utils etna.models etna.models.autoarima etna.models.base etna.models.catboost etna.models.deadline_ma etna.models.decorators etna.models.holt_winters etna.models.linear etna.models.mixins etna.models.moving_average etna.models.naive etna.models.nn etna.models.nn.deepar etna.models.nn.mlp etna.models.nn.rnn etna.models.nn.tft etna.models.nn.utils etna.models.prophet etna.models.sarimax etna.models.seasonal_ma etna.models.sklearn etna.models.tbats etna.models.utils etna.pipeline etna.pipeline.assembling_pipelines etna.pipeline.autoregressive_pipeline etna.pipeline.base etna.pipeline.hierarchical_pipeline etna.pipeline.mixins etna.pipeline.pipeline etna.reconciliation etna.reconciliation.base etna.reconciliation.bottom_up etna.reconciliation.top_down etna.settings etna.transforms etna.transforms.base etna.transforms.decomposition etna.transforms.decomposition.base_change_points etna.transforms.decomposition.binseg etna.transforms.decomposition.change_points_segmentation etna.transforms.decomposition.change_points_trend etna.transforms.decomposition.detrend etna.transforms.decomposition.stl etna.transforms.decomposition.trend etna.transforms.encoders etna.transforms.encoders.categorical etna.transforms.encoders.mean_segment_encoder etna.transforms.encoders.segment_encoder etna.transforms.feature_selection etna.transforms.feature_selection.base etna.transforms.feature_selection.feature_importance etna.transforms.feature_selection.filter etna.transforms.feature_selection.gale_shapley etna.transforms.math etna.transforms.math.add_constant etna.transforms.math.apply_lambda etna.transforms.math.differencing etna.transforms.math.lags etna.transforms.math.log etna.transforms.math.power etna.transforms.math.scalers etna.transforms.math.sklearn etna.transforms.math.statistics etna.transforms.missing_values etna.transforms.missing_values.imputation etna.transforms.missing_values.resample etna.transforms.nn etna.transforms.nn.pytorch_forecasting etna.transforms.outliers etna.transforms.outliers.base etna.transforms.outliers.point_outliers etna.transforms.timestamp etna.transforms.timestamp.date_flags etna.transforms.timestamp.fourier etna.transforms.timestamp.holiday etna.transforms.timestamp.special_days etna.transforms.timestamp.time_flags etna.transforms.utils

MovingAverageModel (class in etna.models.moving_average) mrmr() (in module etna.analysis.feature_selection.mrmr_selection) MRMRFeatureSelectionTransform (class in etna.transforms.feature_selection.feature_importance) MSE (class in etna.metrics.metrics) MSLE (class in etna.metrics.metrics) mult() (in module etna.commands.resolvers) MultiSegmentModelMixin (class in etna.models.mixins)

N

NaiveModel (class in etna.models.naive) name (AbstractMetric property) (Metric property)

NonPredictionIntervalContextIgnorantAbstractModel (class in etna.models.base) NonPredictionIntervalContextIgnorantModelMixin (class in etna.models.mixins) NonPredictionIntervalContextRequiredAbstractModel (class in etna.models.base) NonPredictionIntervalContextRequiredModelMixin (class in etna.models.mixins)

O

objective() (Auto static method) OneHotEncoderTransform (class in etna.transforms.encoders.categorical)

optimal_sse() (in module etna.analysis.outliers.hist_outliers) Optuna (class in etna.auto.optuna.wrapper) OutliersTransform (class in etna.transforms.outliers.base)

P

ParallelLocalRunner (class in etna.auto.runner.local) parse() (MergedConfigParser method) (Settings static method) percentile() (in module etna.metrics.utils) PerFoldAggregation (class in etna.analysis.plotters) PerSegmentModelMixin (class in etna.models.mixins) PerSegmentWrapper (class in etna.transforms.base) Pipeline (class in etna.pipeline.pipeline) pl_logger (ConsoleLogger property) (WandbLogger property) pl_loggers (_Logger property) plot() (TSDataset method) plot_anomalies() (in module etna.analysis.plotters) plot_anomalies_interactive() (in module etna.analysis.plotters) plot_backtest() (in module etna.analysis.plotters) plot_backtest_interactive() (in module etna.analysis.plotters) plot_change_points_interactive() (in module etna.analysis.plotters) plot_clusters() (in module etna.analysis.plotters) plot_correlation_matrix() (in module etna.analysis.plotters) plot_feature_relevance() (in module etna.analysis.plotters) plot_forecast() (in module etna.analysis.plotters) plot_holidays() (in module etna.analysis.plotters) plot_imputation() (in module etna.analysis.plotters) plot_metric_per_segment() (in module etna.analysis.plotters) plot_periodogram() (in module etna.analysis.plotters) plot_residuals() (in module etna.analysis.plotters) plot_time_series_with_change_points() (in module etna.analysis.plotters) plot_trend() (in module etna.analysis.plotters) Pool (class in etna.auto.pool.generator) PoolGenerator (class in etna.auto.pool.generator)

predict() (_CatBoostAdapter method) (_DeadlineMovingAverageModel method) (_HoltWintersAdapter method) (_ProphetAdapter method) (_SARIMAXBaseAdapter method) (_SeasonalMovingAverageModel method) (_SklearnAdapter method) (AbstractPipeline method) (BasePipeline method) (DeepARModel method) (DeepBaseModel method) (DistanceMatrix method) (NonPredictionIntervalContextIgnorantAbstractModel method) (NonPredictionIntervalContextIgnorantModelMixin method) (NonPredictionIntervalContextRequiredAbstractModel method) (NonPredictionIntervalContextRequiredModelMixin method) (PredictionIntervalContextIgnorantAbstractModel method) (PredictionIntervalContextIgnorantModelMixin method) (PredictionIntervalContextRequiredAbstractModel method) (PredictionIntervalContextRequiredModelMixin method) (TFTModel method) prediction_actual_scatter_plot() (in module etna.analysis.eda_utils) PredictionIntervalContextIgnorantAbstractModel (class in etna.models.base) PredictionIntervalContextIgnorantModelMixin (class in etna.models.mixins) PredictionIntervalContextRequiredAbstractModel (class in etna.models.base) PredictionIntervalContextRequiredModelMixin (class in etna.models.mixins) PredictionIntervalOutliersTransform (class in etna.transforms.outliers.point_outliers) prepare_axes() (in module etna.analysis.utils) ProphetModel (class in etna.models.prophet) PytorchForecastingTransform (class in etna.transforms.nn.pytorch_forecasting)

Q

qq_plot() (in module etna.analysis.eda_utils)

QuantileTransform (class in etna.transforms.math.statistics)

R

R2 (class in etna.metrics.metrics) raw_fit() (DeepBaseAbstractModel method) (DeepBaseModel method) raw_forecast() (HierarchicalPipeline method) raw_predict() (DeepBaseAbstractModel method) (DeepBaseModel method) reconcile() (BaseReconciliator method) ReconciliationProportionsMethod (class in etna.reconciliation.top_down) regressors (TSDataset property) reinit_experiment() (WandbLogger method) RelevanceTable (class in etna.analysis.feature_relevance.relevance)

remove() (_Logger method) ResampleWithDistributionTransform (class in etna.transforms.missing_values.resample) reset_tmp_match() (BaseGaleShapley method) retry() (in module etna.auto.utils) RMSE (class in etna.metrics.metrics) RNNBatch (class in etna.models.nn.rnn) RNNModel (class in etna.models.nn.rnn) RNNNet (class in etna.models.nn.rnn) RobustScalerTransform (class in etna.transforms.math.scalers) run_dill_encoded() (in module etna.auto.runner.utils) RupturesChangePointsModel (class in etna.transforms.decomposition.base_change_points)

S

S3FileLogger (class in etna.loggers.file_logger) sample_acf_plot() (in module etna.analysis.eda_utils) sample_independent() (ConfigSampler method) sample_pacf_plot() (in module etna.analysis.eda_utils) sample_relative() (ConfigSampler method) SARIMAXModel (class in etna.models.sarimax) save() (SaveEnsembleMixin method) (SaveModelPipelineMixin method) SaveEnsembleMixin (class in etna.ensembles.mixins) SaveModelPipelineMixin (class in etna.pipeline.mixins) SaveNNMixin (class in etna.models.mixins) seasonal_plot() (in module etna.analysis.eda_utils) SeasonalityMode (class in etna.models.deadline_ma) SeasonalMovingAverageModel (class in etna.models.seasonal_ma) SeasonalPlotAggregation (class in etna.analysis.eda_utils) SeasonalPlotAlignment (class in etna.analysis.eda_utils) SeasonalPlotCycle (class in etna.analysis.eda_utils) SegmentEncoderTransform (class in etna.transforms.encoders.segment_encoder) SegmentGaleShapley (class in etna.transforms.feature_selection.gale_shapley) segments (TSDataset property) set_columns_wide() (in module etna.datasets.utils) Settings (class in etna.settings) shift() (in module etna.commands.resolvers) Sign (class in etna.metrics.metrics) sign() (in module etna.metrics.functional_metrics)

simple_dist() (in module etna.clustering.distances.dtw_distance) SimpleExpSmoothingModel (class in etna.models.holt_winters) SklearnMultiSegmentModel (class in etna.models.sklearn) SklearnPerSegmentModel (class in etna.models.sklearn) SklearnTransform (class in etna.transforms.math.sklearn) SMAPE (class in etna.metrics.metrics) smape() (in module etna.metrics.functional_metrics) SpecialDaysTransform (class in etna.transforms.timestamp.special_days) StackingEnsemble (class in etna.ensembles.stacking_ensemble) StandardScalerTransform (class in etna.transforms.math.scalers) start_experiment() (_Logger method) (BaseFileLogger method) (BaseLogger method) (LocalFileLogger method) (S3FileLogger method) (WandbLogger method) StatisticsRelevanceTable (class in etna.analysis.feature_relevance.relevance) StdTransform (class in etna.transforms.math.statistics) step() (DeepAbstractNet method) (MLPNet method) (RNNNet method) stl_plot() (in module etna.analysis.eda_utils) STLTransform (class in etna.transforms.decomposition.stl) study (Optuna property) summary() (Auto method) SumTransform (class in etna.transforms.math.statistics)

T

tail() (TSDataset method) TBATSModel (class in etna.models.tbats) TFTModel (class in etna.models.nn.tft) TheilSenTrendTransform (class in etna.transforms.decomposition.detrend) TimeFlagsTransform (class in etna.transforms.timestamp.time_flags) TimeSeriesImputerTransform (class in etna.transforms.missing_values.imputation) to_dataset() (TSDataset static method) to_flatten() (TSDataset static method) to_hierarchical_dataset() (TSDataset static method) to_pandas() (TSDataset method) to_torch_dataset() (TSDataset method) top_k() (Auto method) TopDownReconciliator (class in etna.reconciliation.top_down) train_test_split() (TSDataset method) training_step() (DeepBaseNet method) Transform (class in etna.transforms.base) transform() (_LabelEncoder method) (_OneSegmentChangePointsSegmentationTransform method) (_OneSegmentChangePointsTrendTransform method) (_OneSegmentLinearTrendBaseTransform method) (_OneSegmentResampleWithDistributionTransform method) (_OneSegmentSpecialDaysTransform method) (_OneSegmentSTLTransform method) (_OneSegmentTimeSeriesImputerTransform method) (_OneSegmentTrendTransform method) (_SingleDifferencingTransform method) (AddConstTransform method) (BaseFeatureSelectionTransform method) (DateFlagsTransform method) (DifferencingTransform method) (FilterFeaturesTransform method) (FourierTransform method) (HolidayTransform method) (LabelEncoderTransform method) (LagTransform method) (LambdaTransform method) (LogTransform method) (MeanSegmentEncoderTransform method) (MeanTransform method) (OneHotEncoderTransform method) (OutliersTransform method) (PerSegmentWrapper method) (PytorchForecastingTransform method) (SegmentEncoderTransform method) (SklearnTransform method) (TimeFlagsTransform method) (Transform method) (TSDataset method) (WindowStatisticsTransform method)

TransformMode (class in etna.transforms.math.sklearn) TreeFeatureSelectionTransform (class in etna.transforms.feature_selection.feature_importance) TrendTransform (class in etna.transforms.decomposition.trend) TSDataset (class in etna.datasets.tsdataset) tsdataset_idx_slice() (TSDataset method) tune() (Optuna method) type_hint() (Settings method)

U

update_tmp_match() (BaseGaleShapley method) (SegmentGaleShapley method)

user_config() (ConfigFileFinder method)

V

v_optimal_hist() (in module etna.analysis.outliers.hist_outliers) validate_on_dataset() (FoldMask method)

validation_step() (DeepBaseNet method) violin (MetricPlotType attribute) VotingEnsemble (class in etna.ensembles.voting_ensemble)

W

WandbLogger (class in etna.loggers.wandb_logger) WAPE (class in etna.metrics.metrics)

wape() (in module etna.metrics.functional_metrics) Width (class in etna.metrics.intervals_metrics) WindowStatisticsTransform (class in etna.transforms.math.statistics)

Y

YeoJohnsonTransform (class in etna.transforms.math.power)