Enable typing for external users

CHANGELOG.md

@@ -35,6 +35,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - 
 - 
 ### Fixed
+- Type hints for external users by [PEP 561](https://mypy.readthedocs.io/en/stable/running_mypy.html#missing-library-stubs-or-py-typed-marker) ([#868](https://github.com/tinkoff-ai/etna/pull/868))
 - Type hints for `Pipeline.model` match `models.nn`([#768](https://github.com/tinkoff-ai/etna/pull/840))
 - 
 - 

etna/libs/pmdarima_utils/arima.pyi

@@ -0,0 +1,18 @@
+from typing import Any
+
+from numpy import ndarray
+
+def ARMAtoMA(
+    ar: ndarray, 
+    ma: ndarray, 
+    max_deg: int,
+    ) -> ndarray: ...
+
+def seasonal_prediction_with_confidence(
+    arima_res: Any, 
+    start: Any, 
+    end: Any, 
+    X: Any, 
+    alpha: Any, 
+    **kwargs: Any,
+    ) -> Any: ...

etna/libs/tsfresh/distribution.pyi

@@ -0,0 +1 @@
+def initialize_warnings_in_workers(show_warnings: bool) -> None: ...

etna/libs/tsfresh/relevance.pyi

@@ -0,0 +1,25 @@
+from typing import List
+from typing import Optional
+
+import pandas as pd
+
+def calculate_relevance_table(
+    X: pd.DataFrame, 
+    y: pd.Series, 
+    ml_task: str = ..., 
+    multiclass: bool = ..., 
+    n_significant: int = ..., 
+    n_jobs: int = ..., 
+    show_warnings: bool = ..., 
+    chunksize: Optional[int] = ..., 
+    test_for_binary_target_binary_feature: str = ...,
+    test_for_binary_target_real_feature: str = ...,
+    test_for_real_target_binary_feature: str = ..., 
+    test_for_real_target_real_feature: str = ..., 
+    fdr_level: float = ..., 
+    hypotheses_independent: bool = ...,
+    ) -> pd.DataFrame: ...
+
+def infer_ml_task(y: pd.Series) -> str: ...
+def combine_relevance_tables(relevance_tables: List[pd.DataFrame]) -> pd.DataFrame: ...
+def get_feature_type(feature_column: pd.Series) -> str: ...

etna/libs/tsfresh/significance_tests.pyi

@@ -0,0 +1,6 @@
+import pandas as pd
+
+def target_binary_feature_binary_test(x: pd.Series, y: pd.Series) -> float: ...
+def target_binary_feature_real_test(x: pd.Series, y: pd.Series, test: str) -> float: ...
+def target_real_feature_binary_test(x: pd.Series, y: pd.Series) -> float: ...
+def target_real_feature_real_test(x: pd.Series, y: pd.Series) -> float: ...