tinkoff-ai / etna

ETNA – Time-Series Library

Home Page:https://etna.tinkoff.ru

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Create documentation page with glossary of terms

Mr-Geekman opened this issue Β· comments

πŸš€ Feature Request

We have some kind of glossary in the library, but it isn't explicit. We could make it explicit as a separate documentation page.

Proposal

Add page "User Guide / Glossary" with explanation of terms:

  • Time series
  • Frequency
  • Univariate time series
  • Panel time series
  • Multivariate time series
  • Hierarchical time series
  • Segments
  • Endogenous data
  • Exogenous data
  • Regressors
  • Stationarity
  • Seasonality
  • Trend
  • Anomaly (?)
  • Change-point
  • Prediction intervals
  • Prediction components
  • Forecasting
  • Horizon
  • Backtesting
  • Per-segment / local mode
  • Multi-segment / Global mode
  • Forecasting strategy
  • Clustering
  • Classification
  • Segmentation
  • Dataset (?)
  • Transform (?)
  • Model (?)
  • Model context (?)
  • Pipeline (?)
  • Lags (?)
  • Date flags (?)
  • Fourier terms (?)
  • Differencing (?)

Inspiration: https://www.sktime.net/en/stable/glossary.html

To discuss:

  • Do we want to add terms marked with (?) ?
  • Do we want to list them in some particular order or in alphabetical order?
  • Do we want to add some other terms?

Test cases

No response

Additional context

No response