[ENH] Added AutoPlait segmentation algorithm.

[danielroberts20]

What does this implement/fix? Explain your changes.

Added Segmenter implementation for AutoPlait time series segmentation algorithm [1]. AutoPlait models a time series using Hidden Markov Models to determine when to stay or switch between different models (known as regimes). Time ticks at which it is cost-effective (according to Minimum Description Length) to switch between regimes are identified as change points of segments. AutoPlait is also able to identify common patterns in a time series.

[1] Yasuko Matsubara, Yasushi Sakurai, and Christos Faloutsos. "AutoPlait: Automatic Mining of Co-evolving Time Sequences." SIGMOD 2014. (DOI)

Any other comments?

This algorithm forms part of university dissertation that is in it's final days before submission. As such, some areas of the code are not as polished/Pythonic as I would like them to be. Any suggestions for changes are welcome.

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[MatthewMiddlehurst]

Thanks. Seems to be a couple of errors currently. Any chance you have some results which show this is comparable in performance to the original?

[TonyBagnall]

hi @danielroberts20 could you take a look at the errors and try fix them?

[MatthewMiddlehurst]

This would be good to have in but seems abandoned. Maybe we should create a label for inactive PRs which lets people know they can be taken over and closes them after a certain period of inactivity after that.