etna/examples at master · AlexeyKlimov-git/etna · GitHub

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assets		assets
configs		configs
data		data
wandb/sweeps		wandb/sweeps
EDA.ipynb		EDA.ipynb
NN_examples.ipynb		NN_examples.ipynb
README.md		README.md
backtest.ipynb		backtest.ipynb
clustering.ipynb		clustering.ipynb
custom_transform_and_model.ipynb		custom_transform_and_model.ipynb
ensembles.ipynb		ensembles.ipynb
exogenous_data.ipynb		exogenous_data.ipynb
get_started.ipynb		get_started.ipynb
outliers.ipynb		outliers.ipynb

README.md

Examples

We have prepared a set of tutorials for an easy introduction:

01. Get started

Creating TSDataset and time series plotting
Forecast single time series - Simple forecast, Prophet, Catboost
Forecast multiple time series
Pipeline

02. Backtest

What is backtest and how it works
How to run a validation
Validation visualisation

03. EDA

Visualization
- Plot
- Partial autocorrelation
- Cross-correlation
- Correlation heatmap
- Distribution
Outliers
- Median method
- Density method

04. Outliers

Point outliers
- Median method
- Density method
- Prediction interval method
- Histogram method
Sequence outliers
Interactive visualization
Outliers imputation

05. Clustering

Clustering pipeline
Custom Distance
Visualisation

06. Deep learning models

Creating TSDataset
Architecture
Testing models
- DeepAR
- TFT
- Simple Model

07. Ensembles

VotingEnsemble
StackingEnsemble