Add list of columns that will be dropped in Prophet model

[Mr-Geekman]

Issue by iKintosh
Friday Jun 17, 2022 at 12:41 GMT
Originally opened as tinkoff-ai#757

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🚀 Feature Request

We show dropped columns during fitting SARIMAX, but don't show it for the Prophet.

Proposal

We should add the list of dropped columns during fitting of ProphetModel like we do for SARIMAXModel:

  warnings.warn(
      message=f"Prophet model does not work with exogenous features (features unknown in future).\n "
      f"{column_to_drop} will be dropped"
  )

Additional context

No response

[d-a-bunin]

Closed by tinkoff-ai#1312.