[ENH] Add whole-series ROCKAD anomaly detector

[pattplatt]

Reference Issues/PRs

Extends on #2326 and replaces #2795 (rebased and updated to current main)

What does this implement/fix? Explain your changes.

Implements whole-series ROCKAD as semi-supervised anomaly detector

Any other comments?

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I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ].
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[pattplatt]

As I understand it some tests are failing because the series as well as the collection ROCKAD are named the same? Should we give unique names like ROCKAD_Series and ROCKAD_Collection? However this would not fit in the current naming schema... Or can the tests be updated?

[MatthewMiddlehurst]

Hi, I fixed this in a separate PR. It may be better to rename one of them either way, i.e. SubsequenceROCKAD or something

[pattplatt]

Hi, I fixed this in a separate PR. It may be better to rename one of them either way, i.e. SubsequenceROCKAD or something

Ok, should we then just rename the whole-series approach to class WholeSeriesRockad()? File name can stay the same (_rockad)?

[MatthewMiddlehurst]

I will leave it up to you, I have no preference. I assumed the whole series one was the original.