[ENH] Remove make_series from anomaly detection

[TonyBagnall]

part of #2281

anomaly detection tests were calling function to make a random numpy array. The function is legacy, and its not really required to create a random array

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I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ]. I would have added the following labels to this PR based on the changes made: [ $\color{#6F6E8D}{\textsf{anomaly detection}}$, $\color{#2C2F20}{\textsf{testing}}$ ], however some package labels are already present.

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[MatthewMiddlehurst]

This does not remove the function itself, but maybe that is best left to a separate PR.

[TonyBagnall]

This does not remove the function itself, but maybe that is best left to a separate PR.

that was my intention, yes, to keep it easier to review