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tinkoff-ai / etna

ETNA – Time-Series Library
https://etna.tinkoff.ru
Apache License 2.0
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get_anomalies_confidence_interval should expect Pipeline #487

Open iKintosh opened 2 years ago

iKintosh commented 2 years ago

🚀 Feature Request

get_anomalies_confidence_interval should work with pipeline instead of model.

Motivation

This should expand possible option to find outliers.

Proposal

  1. In get_anomalies_confidence_interval:

    • Change parameter model to pipeline: Pipeline
    • Set pipeline.quantiles equals to (lower_p, upper_p)

  2. In PredictionIntervalOutliersTransform:

    • Change parameter model to pipeline: Pipeline in constructor
    • Change parameter model to pipeline: Pipeline in detect_outliers method

Test cases

No response

Alternatives

No response

Additional context

No response

Checklist

alex-hse-repository commented 2 years ago

Waiting for in_sample predictions in Pipeline