Analysis

Details and available models

See the API documentation for further details on available analysis tools:

etna.analysis.feature_selection.mrmr_selection.AggregationMode(value)	Enum for different aggregation modes.
etna.analysis.feature_relevance.relevance.ModelRelevanceTable()	ModelRelevanceTable builds feature relevance table using feature relevance values obtained from model.
etna.analysis.feature_relevance.relevance.RelevanceTable(...)	Abstract class for relevance table computation.
etna.analysis.feature_relevance.relevance.StatisticsRelevanceTable()	StatisticsRelevanceTable builds feature relevance table with tsfresh statistics.
etna.analysis.outliers.density_outliers.absolute_difference_distance(x, y)	Calculate distance for get_anomalies_density() function by taking absolute value of difference.
etna.analysis.eda.plots.acf_plot(ts[, ...])	Autocorrelation and partial autocorrelation plot for multiple timeseries.
etna.analysis.eda.plots.cross_corr_plot(ts)	Cross-correlation plot between multiple timeseries.
etna.analysis.eda.plots.distribution_plot(ts)	Distribution of z-values grouped by segments and time frequency.
etna.analysis.decomposition.search.find_change_points(ts, ...)	Find trend change points using ruptures models.
etna.analysis.outliers.density_outliers.get_anomalies_density(ts)	Compute outliers according to density rule.
etna.analysis.outliers.hist_outliers.get_anomalies_hist(ts)	Get point outliers in time series using histogram model.
etna.analysis.outliers.median_outliers.get_anomalies_median(ts)	Get point outliers in time series using median model (estimation model-based method).
etna.analysis.outliers.prediction_interval_outliers.get_anomalies_prediction_interval(ts, ...)	Get point outliers in time series using prediction intervals (estimation model-based method).
etna.analysis.eda.utils.get_correlation_matrix(ts)	Compute pairwise correlation of timeseries for selected segments.
etna.analysis.feature_relevance.relevance_table.get_model_relevance_table(df, ...)	Calculate relevance table with feature importance from model.
etna.analysis.forecast.utils.get_residuals(...)	Get residuals for further analysis.
etna.analysis.feature_relevance.relevance_table.get_statistics_relevance_table(df, ...)	Calculate relevance table with p-values from tsfresh.
etna.analysis.forecast.plots.metric_per_segment_distribution_plot(...)	Plot per-segment metrics distribution.
etna.analysis.outliers.plots.plot_anomalies(ts, ...)	Plot a time series with indicated anomalies.
etna.analysis.outliers.plots.plot_anomalies_interactive(ts, ...)	Plot a time series with indicated anomalies.
etna.analysis.forecast.plots.plot_backtest(...)	Plot targets and forecast for backtest pipeline.
etna.analysis.forecast.plots.plot_backtest_interactive(...)	Plot targets and forecast for backtest pipeline using plotly.
etna.analysis.decomposition.plots.plot_change_points_interactive(ts, ...)	Plot a time series with indicated change points.
etna.analysis.eda.plots.plot_clusters(ts, ...)	Plot clusters [with centroids].
etna.analysis.eda.plots.plot_correlation_matrix(ts)	Plot pairwise correlation heatmap for selected segments.
etna.analysis.feature_relevance.plots.plot_feature_relevance(ts, ...)	Plot relevance of the features.
etna.analysis.forecast.plots.plot_forecast(...)	Plot of prediction for forecast pipeline.
etna.analysis.forecast.plots.plot_forecast_decomposition(...)	Plot of prediction and its components.
etna.analysis.eda.plots.plot_holidays(ts, ...)	Plot holidays for segments.
etna.analysis.eda.plots.plot_imputation(ts, ...)	Plot the result of imputation by a given imputer.
etna.analysis.forecast.plots.plot_metric_per_segment(...)	Plot barplot with per-segment metrics.
etna.analysis.eda.plots.plot_periodogram(ts, ...)	Plot the periodogram using scipy.signal.periodogram().
etna.analysis.forecast.plots.plot_residuals(...)	Plot residuals for predictions from backtest against some feature.
etna.analysis.decomposition.plots.plot_time_series_with_change_points(ts, ...)	Plot segments with their trend change points.
etna.analysis.decomposition.plots.plot_trend(ts, ...)	Plot series and trend from trend transform for this series.
etna.analysis.forecast.plots.prediction_actual_scatter_plot(...)	Plot scatter plot with forecasted/actual values for segments.
etna.analysis.forecast.plots.qq_plot(...[, ...])	Plot Q-Q plots for segments.
etna.analysis.decomposition.plots.seasonal_plot(ts)	Plot each season on one canvas for each segment.
etna.analysis.decomposition.plots.stl_plot(ts, ...)	Plot STL decomposition for segments.