[ENH] Add ETS/ARIMA Stuff

[alexbanwell1]

Reference Issues/PRs

Implements #2411 Redirection of #2527

What does this implement/fix? Explain your changes.

AutoETS implementation. ARIMA implementation, start of an AutoARIMA implementation. Also adds windowed datasets for sliding window based forecasting.

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

No

Any other comments?

No

PR checklist

For all contributions

• [x] I've added myself to the list of contributors. Alternatively, you can use the @all-contributors bot to do this for you after the PR has been merged.
• [x] 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/function 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.

[alexbanwell1]

@TonyBagnall

[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 have added the following labels to this PR based on the changes made: [ $\color{#0B1D38}{\textsf{datasets}}$, $\color{#31FCCD}{\textsf{forecasting}}$ ]. Feel free to change these if they do not properly represent the PR.

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.

PR CI actions

These checkboxes will add labels to enable/disable CI functionality for this PR. This may not take effect immediately, and a new commit may be required to run the new configuration.

• [ ] Run pre-commit checks for all files
• [ ] Run mypy typecheck tests
• [ ] Run all pytest tests and configurations
• [ ] Run all notebook example tests
• [ ] Run numba-disabled codecov tests
• [ ] Stop automatic pre-commit fixes (always disabled for drafts)
• [ ] Disable numba cache loading
• [ ] Push an empty commit to re-run CI checks

[alexbanwell1]

Have not actually added the dataset files, yet, as am trying to get the tests to pass. Will do that shortly.

[alexbanwell1]

Added the windowed series files. Cut the series off at max 10000 items, split into train & test problems, and formatted for running regression algorithms on.

[review-notebook-app[bot]]

Check out this pull request on 

See visual diffs & provide feedback on Jupyter Notebooks.

---

Powered by ReviewNB

[MatthewMiddlehurst]

@TonyBagnall I think this would be cleaner if you update your ETS branch or you both work from the same fork.