Docs: Add a changelog to track changes between versions.

[EwoutH]

A changelog would be useful to keep track and read upon changes between releases.

Many formats are possible, some examples:

• https://keepachangelog.com/en/1.0.0/
• https://github.com/pandas-dev/pandas/blob/main/doc/source/whatsnew/v1.4.0.rst
• https://github.com/scipy/scipy/blob/main/doc/release/1.8.0-notes.rst
• https://github.com/jupyterlab/jupyterlab/blob/3.4.x/CHANGELOG.md