etna.analysis.get_residuals

get_residuals(forecast_ts_list: List[TSDataset], ts: TSDataset) → TSDataset

Get residuals for further analysis.

Function keeps hierarchy, features in result dataset and removes target components.

Parameters:

• forecast_ts_list (List[TSDataset]) – List of TSDataset with forecast for each fold from backtest

• ts (TSDataset) – dataset of timeseries that has answers to forecast

Returns:

TSDataset with residuals in forecasts

Raises:

KeyError: – if segments of forecast_df and ts aren’t the same

Return type:

TSDataset