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Add possibility to perform different kids of aggregation for seasonal strategy in TimeSeriesImputerTransform
Proposal
In TimeSeriesImputerTransform add parameter aggregation_method: AggregationMode = "AggregationMode.mean -- method to aggregate values in the window (see link)
Issue by alex-hse-repository
Friday Nov 25, 2022 at 15:04 GMT
Originally opened as tinkoff-ai#1015
🚀 Feature Request
Add possibility to perform different kids of aggregation for
seasonal
strategy inTimeSeriesImputerTransform
Proposal
TimeSeriesImputerTransform
add parameteraggregation_method: AggregationMode = "AggregationMode.mean
-- method to aggregate values in the window (see link)_fill
to handle the logic withaggregation_method
-- now it should aggregate values according the the passed methodhttps://github.com/tinkoff-ai/etna/blob/cfbfb01d28fd330ca42de7a7176384708174920d/etna/transforms/missing_values/imputation.py#L203
Test cases
Add test for the
seasonal
strategy which checks that it works correctly with differentaggregation_method
Additional context
No response
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