Add sorting by timestamp before the fit in catboost models (#1337)

tinkoff-ai · Jul 31, 2023 · e4c121c · e4c121c · github-actions · Jul 31, 2023
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -16,7 +16,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Changed
 - 
-- 
+- Add sorting by timestamp before the fit in `CatBoostPerSegmentModel` and `CatBoostMultiSegmentModel` ([#1337](https://github.com/tinkoff-ai/etna/pull/1337))
 - Unify errors, warnings and checks in models ([#1312](https://github.com/tinkoff-ai/etna/pull/1312))
 - Remove upper limitation on version of numba ([#1321](https://github.com/tinkoff-ai/etna/pull/1321))
 

diff --git a/etna/models/catboost.py b/etna/models/catboost.py
@@ -79,6 +79,7 @@ def fit(self, df: pd.DataFrame, regressors: List[str]) -> "_CatBoostAdapter":
         :
             Fitted model
         """
+        df = df.sort_values(by="timestamp")
         features = df.drop(columns=["timestamp", "target"])
         target = df["target"]
         train_pool = self._prepare_pool(features, target.values)