TimeSeriesClassificationData doesn't save class names to a file

If I call TimeSeriesClassificationData::setClassNameForCorrespondingClassLabel and then call save(), the names I gave the labels are not preserved. Nor does it try to load these names in load(), either.

Thanks for flagging this!

I'll look into fixing this in the next update. If you've fixed the issue in your local copy then it would be great if you can submit it as a pull request.