Notebook with forecasting strategies

[scanhex12]

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?

Proposed Changes

Closing issues

#825

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🚀 Deployed on https://deploy-preview-863--etna-docs.netlify.app

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Codecov Report

Merging #863 (a2ecf4a) into master (14a2da5) will decrease coverage by 0.00%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master     #863      +/-   ##
==========================================
- Coverage   84.90%   84.90%   -0.01%     
==========================================
  Files         133      133              
  Lines        7548     7545       -3     
==========================================
- Hits         6409     6406       -3     
  Misses       1139     1139              

Impacted Files	Coverage Δ
etna/models/utils.py	100.00% <0.00%> (ø)
etna/models/nn/mlp.py	100.00% <0.00%> (ø)
etna/models/nn/rnn.py	100.00% <0.00%> (ø)

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alex-hse-repository commented on 2022-08-30T10:08:31Z
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"Pipelines don't accepts" -> "Pipeline doesn't accept"

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alex-hse-repository commented on 2022-08-30T10:08:32Z
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"Forecast the future " -> "Forecasting the future "

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alex-hse-repository commented on 2022-08-30T10:08:33Z
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Leave only "The computational time growth with the number of base pipelines." in the second point

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alex-hse-repository commented on 2022-08-30T10:08:33Z
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1. Remove the (2) and add "Input models(horizons)" to (1) in each "model" occasion (i.e. model(horizon))
2. "This function can be comfortable ... " -> "Let's build the ensemble from the previous section using assemble_pipelines"

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alex-hse-repository commented on 2022-08-30T10:08:34Z
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Pipelines generation process looks now a bit simpler, is't it? Now it's time to create DirectEnsemble out of them:

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alex-hse-repository commented on 2022-08-30T10:08:35Z
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Let's check that the forecasts has not changed:

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alex-hse-repository commented on 2022-08-30T10:08:35Z
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Why do you need to drop sth here?

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alex-hse-repository commented on 2022-08-30T10:08:36Z
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Make sure you use the same number of lags everywhere!

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alex-hse-repository commented on 2022-08-31T05:25:24Z
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1. Recursive -> Recursive (and so on)
2. Direct: uses separate model to forecast each time subsegment
3. DirRec: uses a separate model to forecast each time subsegment, fitting the next model on the train set extended with the forecasts of previous models
4. MIMO: uses a single multi-output model
5. DIRMO: MIMO + DirREC
6. The first two of these were implemented -> The first two of these strategies are available

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alex-hse-repository commented on 2022-08-31T05:25:24Z
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Let's add constant NUMBER_OF_LAGS = 21 (3 weeks) and use it everywhere to build lags + Edit the numbers in text

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alex-hse-repository commented on 2022-08-31T05:25:25Z
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AutoregressivePipeline -> AutoregressivePipeline

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alex-hse-repository commented on 2022-08-31T05:25:26Z
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1. AutoRegressive pipeline is pipeline -> AutoregressivePipeline is a pipeline + make sure you highlighted all the occurrence of Pipeline/AutoregressivePipeline/DirectEnsemble
2. "Could be slow ..." -> "Could work slow ..."
3. forecastings -> forecasting, forecastins -> forecasts

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alex-hse-repository commented on 2022-08-31T05:25:27Z
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1. "from horizon to 40" -> "from horizon to 34"
2. Pipeline and DirectEnsemble -> Pipeline and DirectEnsemble
3. Pipeline -> Pipeline

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alex-hse-repository commented on 2022-08-31T05:25:28Z
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1. forecastings -> forecasting
2. DirectEnsemble -> DirectEnsemble
3. Forecasting the future,
4. a base pipeline / the current forecasted

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alex-hse-repository commented on 2022-08-31T05:25:28Z
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1. little bit shorter,
2. sequence of sequences 
3. function will transformate in -> function will put

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alex-hse-repository commented on 2022-08-31T05:25:29Z
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isn't

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alex-hse-repository commented on 2022-08-31T05:25:30Z
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In this notebook,

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alex-hse-repository commented on 2022-08-31T05:25:31Z
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Sort the results by SMAPE

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alex-hse-repository commented on 2022-08-31T11:55:22Z
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AutoRegressive pipeline -> AutoRegressivePipeline

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alex-hse-repository commented on 2022-08-31T11:55:23Z
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7 to 7 + number_of_lags -> 7 to 7 + number_of_lags

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