Code

Merge hierarchical pipeline#1083

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alex-hse-repository merged 22 commits intomastertinkoff-ai/etna:masterfrom hierarchical_pipelinetinkoff-ai/etna:hierarchical_pipelineCopy head branch name to clipboardJan 27, 2023

+9,576-26

Commits

Commits on Dec 21, 2022

• HierarchicalStructure class (#1044)

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Commits on Dec 22, 2022

• Add to_hierarchical_dataset method to TSDataset (#1049)

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• Enhance TSDataset to work with hierarchical series (#1048)

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Commits on Dec 26, 2022

• Create get_level_dataset method (#1053)

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Commits on Dec 28, 2022

• Create BaseReconciler (#1054)

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Commits on Dec 30, 2022

• Create TopDownReconciliator (#1055)

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Commits on Jan 3, 2023

• Create BottomUpReconciliator (#1058)

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Commits on Jan 11, 2023

• Create generate_hierarchical_df (#1060)

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• Create HierarchicalPipeline (#1059)

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Commits on Jan 24, 2023

• Hierarchical pipeline example notebook (#1070)

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Commits on Jan 26, 2023

• Add prediction intervals support to HierarchicalPipeline (#1079)

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• Merge branch 'master' into hierarchical_pipeline

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Commits on Jan 27, 2023

• Update changelog

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• Add n_periods to generate_hierarchical_df

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• Add reises block

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  6d36a11

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• Fix notebook

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  51b2715

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• Fix notebook

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  1c92f77

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• Fix notebook

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• Fix notebook

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  6c03334

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• Add comments about random dataset generation

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  387a4ed

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• Fix formating

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• Fix docs

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