tinkoff-ai/etna

Make `TimeSeriesImputerTransform` vectorized

Mr-Geekman opened this issue ยท 0 comments

๐Ÿš€ Feature Request

In current version TimeSeriesImputerTransform is inherited from PerSegmentWrapper. It leads to for-loop in iteration by segments. We can possible implement it more efficiently.

Proposal

Implement TimeSeriesImputerTransform to work without PerSegmentWrapper. There was an unfinished prototype for this task: #760.

Test cases

  • Fix tests to work with TimeSeriesImputerTransform, not with it one-segment version.
  • Make sure current tests pass.

Additional context

Related to #1015.