[ENH] Whole-series anomaly detection

[MatthewMiddlehurst]

Closes #2662

Base class for "whole-series" anomaly detection where you have a collection of series, and the goal is to select the label the series which are anomalous.

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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: [ $\color{#6F6E8D}{\textsf{anomaly detection}}$, $\color{#2C2F20}{\textsf{testing}}$ ]. Feel free to change these if they do not properly represent the PR.

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