[WIP] Binseg refactoring

CHANGELOG.md

@@ -17,7 +17,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Add `IrreversibleTransform`, `ReversibleTransform`, `IrreversiblePerSegmentWrapper`, `ReversiblePerSegmentWrapper` classes ([#884](https://github.com/tinkoff-ai/etna/pull/884))
 - 
 ### Changed
--
+- All the `ChengePoints*Transform` structure: added per-interval models, added shortcuts for detrend and level transformations ([#998](https://github.com/tinkoff-ai/etna/pull/998))
 - 
 - Base class for transforms now works with TSDataset ([835](https://github.com/tinkoff-ai/etna/pull/835))
 - All the transforms now has `in_column` attribute ([#820](https://github.com/tinkoff-ai/etna/pull/820))

etna/analysis/change_points_trend/search.py

@@ -28,7 +28,7 @@ def find_change_points(
     Dict[str, List[pd.Timestamp]]
         dictionary with list of trend change points for each segment
     """
-    from etna.transforms.decomposition.base_change_points import RupturesChangePointsModel
+    from etna.transforms.decomposition.change_points_based import RupturesChangePointsModel
 
     result: Dict[str, List[pd.Timestamp]] = {}
     df = ts.to_pandas()

etna/pipeline/assembling_pipelines.py

@@ -51,14 +51,14 @@ def assemble_pipelines(
     --------
     >>> from etna.pipeline import assemble_pipelines
     >>> from etna.models import LinearPerSegmentModel, NaiveModel
-    >>> from etna.transforms import TrendTransform, AddConstTransform, LagTransform
+    >>> from etna.transforms import DateFlagsTransform, AddConstTransform, LagTransform
     >>> assemble_pipelines(models=LinearPerSegmentModel(), transforms=[LagTransform(in_column='target', lags=[1]), AddConstTransform(in_column='target', value=1)], horizons=[1,2,3])
     [Pipeline(model = LinearPerSegmentModel(fit_intercept = True, ), transforms = [LagTransform(in_column = 'target', lags = [1], out_column = None, ), AddConstTransform(in_column = 'target', value = 1, inplace = True, out_column = None, )], horizon = 1, ),
     Pipeline(model = LinearPerSegmentModel(fit_intercept = True, ), transforms = [LagTransform(in_column = 'target', lags = [1], out_column = None, ), AddConstTransform(in_column = 'target', value = 1, inplace = True, out_column = None, )], horizon = 2, ),
     Pipeline(model = LinearPerSegmentModel(fit_intercept = True, ), transforms = [LagTransform(in_column = 'target', lags = [1], out_column = None, ), AddConstTransform(in_column = 'target', value = 1, inplace = True, out_column = None, )], horizon = 3, )]
-    >>> assemble_pipelines(models=[LinearPerSegmentModel(), NaiveModel()], transforms=[LagTransform(in_column='target', lags=[1]), [AddConstTransform(in_column='target', value=1), TrendTransform(in_column='target')]], horizons=[1,2])
+    >>> assemble_pipelines(models=[LinearPerSegmentModel(), NaiveModel()], transforms=[LagTransform(in_column='target', lags=[1]), [AddConstTransform(in_column='target', value=1), DateFlagsTransform()]], horizons=[1,2])
     [Pipeline(model = LinearPerSegmentModel(fit_intercept = True, ), transforms = [LagTransform(in_column = 'target', lags = [1], out_column = None, ), AddConstTransform(in_column = 'target', value = 1, inplace = True, out_column = None, )], horizon = 1, ),
-    Pipeline(model = NaiveModel(lag = 1, ), transforms = [LagTransform(in_column = 'target', lags = [1], out_column = None, ), TrendTransform(in_column = 'target', out_column = None, detrend_model = LinearRegression(), model = 'ar', custom_cost = None, min_size = 2, jump = 1, n_bkps = 5, pen = None, epsilon = None, )], horizon = 2, )]
+    Pipeline(model = NaiveModel(lag = 1, ), transforms = [LagTransform(in_column = 'target', lags = [1], out_column = None, ), DateFlagsTransform(day_number_in_week = True, day_number_in_month = True, day_number_in_year = False, week_number_in_month = False, week_number_in_year = False, month_number_in_year = False, season_number = False, year_number = False, is_weekend = True, special_days_in_week = (), special_days_in_month = (), out_column = None, )], horizon = 2, )]
     """
     n_models = len(models) if isinstance(models, Sequence) else 1
     n_horizons = len(horizons) if isinstance(horizons, Sequence) else 1

etna/transforms/__init__.py

@@ -5,10 +5,13 @@
 from etna.transforms.base import ReversiblePerSegmentWrapper
 from etna.transforms.base import ReversibleTransform
 from etna.transforms.base import Transform
-from etna.transforms.decomposition import BinsegTrendTransform
+from etna.transforms.decomposition import BaseChangePointsTransform
+from etna.transforms.decomposition import ChangePointsLevelTransform
 from etna.transforms.decomposition import ChangePointsSegmentationTransform
 from etna.transforms.decomposition import ChangePointsTrendTransform
+from etna.transforms.decomposition import IrreversibleChangePointsTransform
 from etna.transforms.decomposition import LinearTrendTransform
+from etna.transforms.decomposition import ReversibleChangePointsTransform
 from etna.transforms.decomposition import STLTransform
 from etna.transforms.decomposition import TheilSenTrendTransform
 from etna.transforms.decomposition import TrendTransform

etna/transforms/decomposition/__init__.py

@@ -1,8 +1,13 @@
-from etna.transforms.decomposition.base_change_points import RupturesChangePointsModel
-from etna.transforms.decomposition.binseg import BinsegTrendTransform
-from etna.transforms.decomposition.change_points_segmentation import ChangePointsSegmentationTransform
-from etna.transforms.decomposition.change_points_trend import ChangePointsTrendTransform
+from etna.transforms.decomposition.change_points_based import ChangePointsSegmentationTransform
+from etna.transforms.decomposition.change_points_based import ChangePointsTrendTransform
+from etna.transforms.decomposition.change_points_based import RupturesChangePointsModel
+from etna.transforms.decomposition.change_points_based.base import BaseChangePointsTransform
+from etna.transforms.decomposition.change_points_based.base import IrreversibleChangePointsTransform
+from etna.transforms.decomposition.change_points_based.base import ReversibleChangePointsTransform
+from etna.transforms.decomposition.change_points_based.change_points_models import BaseChangePointsModelAdapter
+from etna.transforms.decomposition.change_points_based.change_points_models import RupturesChangePointsModel
+from etna.transforms.decomposition.change_points_based.level import ChangePointsLevelTransform
+from etna.transforms.decomposition.change_points_based.trend import TrendTransform
 from etna.transforms.decomposition.detrend import LinearTrendTransform
 from etna.transforms.decomposition.detrend import TheilSenTrendTransform
 from etna.transforms.decomposition.stl import STLTransform
-from etna.transforms.decomposition.trend import TrendTransform

etna/transforms/decomposition/change_points_based/__init__.py

@@ -0,0 +1,9 @@
+from etna.transforms.decomposition.change_points_based.base import BaseChangePointsTransform
+from etna.transforms.decomposition.change_points_based.change_points_models import BaseChangePointsModelAdapter
+from etna.transforms.decomposition.change_points_based.change_points_models import RupturesChangePointsModel
+from etna.transforms.decomposition.change_points_based.detrend import ChangePointsTrendTransform
+from etna.transforms.decomposition.change_points_based.level import ChangePointsLevelTransform
+from etna.transforms.decomposition.change_points_based.per_interval_models import PerIntervalModel
+from etna.transforms.decomposition.change_points_based.per_interval_models import SklearnPreprocessingPerIntervalModel
+from etna.transforms.decomposition.change_points_based.per_interval_models import SklearnRegressionPerIntervalModel
+from etna.transforms.decomposition.change_points_based.segmentation import ChangePointsSegmentationTransform