[ENH] Channel selection rocket wrapper

[TonyBagnall]

Reference Issues/PRs

resolves #1467

part of project described here https://github.com/aeon-toolkit/aeon/blob/main/docs/mentoring.md

What does this implement/fix? Explain your changes.

very simple wrapper feature selection approach for a channel selection for MTSC based on version [1] without elbow selection as yet.

References
----------
..[1]: Alejandro Pasos Ruiz and Anthony Bagnall. "Dimension selection strategies
for multivariate time series classification with HIVE-COTEv2.0." AALTD,
ECML-PKDD, 2022

Does your contribution introduce a new dependency? If yes, which one?

Any other comments?

PR checklist

For all contributions

• [ ] I've added myself to the list of contributors. Alternatively, you can use the @all-contributors bot to do this for you.
• [ ] The PR title starts with either [ENH], [MNT], [DOC], [BUG], [REF], [DEP] or [GOV] indicating whether the PR topic is related to enhancement, maintenance, documentation, bugs, refactoring, deprecation or governance.

For new estimators and functions

• [ ] I've added the estimator to the online API documentation.
• [ ] (OPTIONAL) I've added myself as a __maintainer__ at the top of relevant files and want to be contacted regarding its maintenance. Unmaintained files may be removed. This is for the full file, and you should not add yourself if you are just making minor changes or do not want to help maintain its contents.

For developers with write access

• [ ] (OPTIONAL) I've updated aeon's CODEOWNERS to receive notifications about future changes to these files.

[review-notebook-app[bot]]

Check out this pull request on 

See visual diffs & provide feedback on Jupyter Notebooks.

---

Powered by ReviewNB

[aeon-actions-bot[bot]]

Thank you for contributing to aeon

I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ]. I would have added the following labels to this PR based on the changes made: [ $\color{#45FD64}{\textsf{examples}}$, $\color{#41A8F6}{\textsf{transformations}}$ ], however some package labels are already present.

The Checks tab will show the status of our automated tests. You can click on individual test runs in the tab or "Details" in the panel below to see more information if there is a failure.

If our pre-commit code quality check fails, any trivial fixes will automatically be pushed to your PR unless it is a draft.

Don't hesitate to ask questions on the aeon Slack channel if you have any.