[DRAFT]Make base class of Transforms work with TSDataset

[alex-hse-repository]

🚀 Feature Request

We need to teach our transforms work with dataset instead of dataframe

Proposal

1. In Transform:

• Add method get_regressors_info() -> List[str]`

  • Return the list with added regressors
  • In default implementation returns []

• Create method update_dataset(ts: TSDataset, df: pd.DataFrame, df_transformed: pd.DataFrame)

  • Add/update columns in ts using update_columns_from_pandas, if len(df.columns) <= len(df_transformed.columns)
  • Remove columns from ts using remove_columns, if len(df.columns) > len(df_transformed.columns)
  • Use the method get_regressors_info to get the information about the regressors if necessary

• Create method fit(self, ts: TSDataset):

  • Make the current method private _fit(df: pd.DataFrame)
  • Get the dataframe with necessary columns form ts using method to_pandas
  • Use method _fit to fit the transform with this dataframe

• Create method transform(self, ts: TSDataset):

  • Make the current method private _transform(df: pd.DataFrame)
  • Get the dataframe with necessary columns form ts using method to_pandas
  • Use method _transform to transform this dataframe
  • Use method update_dataset to update the columns in the dataset

• Create method inverse_transform(self, ts: TSDataset):

  • Make the current method private _inverse_transform(df: pd.DataFrame)
  • Get the dataframe with necessary columns form ts using method to_pandas
  • Use method _inverse_transform to transform this dataframe
  • Use method update_dataset to update the columns in the dataset

2. In TSDataset:

• Fix all the places, where the transforms are called, now we need to pass self instead of self.df
• Also transforms now make the inlace transformation

The necessary columns are defined using the in_column attribute, added in #810

Test cases

1. Test that update_dataset works correctly in different cases(update_regressors + update columns)
2. Test fit, transform, inverse_transform logic using mocks

Additional context

Is blocked by #810

[alex-hse-repository]

Special in_column handling in ResamplingTransform