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Teach OutliersTransform to ignore holidays #1017

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alex-hse-repository opened this issue Nov 25, 2022 · 0 comments
Open

Teach OutliersTransform to ignore holidays #1017

alex-hse-repository opened this issue Nov 25, 2022 · 0 comments
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DKO enhancement New feature or request priority/medium Medium priority task

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@alex-hse-repository
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alex-hse-repository commented Nov 25, 2022

🚀 Feature Request

Teach OutliersTransform to ignore holidays, which are not outliers in some sense.

Proposal

  1. Add parameters ignore_flag_column: Optional[str] = None -- if set, then it should be column with binary flag of holiday (which might be created from the HolidaysTransform)
  2. Update the transform method: now it should ignore the outliers on dates with true values in ignore_flag_column.
  3. Update the fit method: now it should check the ignore_flag_column for existence and correctness of the format (binary)

Test cases

  1. Transform works correctly with set ignore_flag_column -- it should leave the holidays intersecting with outliers
  2. Calling fit with absence/incorrect formatted holidays_flag_column raises the corresponding error

Additional context

@alex-hse-repository alex-hse-repository added enhancement New feature or request DKO labels Nov 25, 2022
@alex-hse-repository alex-hse-repository added this to the New Features milestone Nov 25, 2022
@alex-hse-repository alex-hse-repository moved this to Specification in etna board Nov 25, 2022
@Mr-Geekman Mr-Geekman moved this from Specification to Todo in etna board Jun 6, 2023
@Mr-Geekman Mr-Geekman added the priority/medium Medium priority task label Jun 7, 2023
@Mr-Geekman Mr-Geekman removed this from the New Features milestone Jul 20, 2023
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Labels
DKO enhancement New feature or request priority/medium Medium priority task
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