[ENH] Whole-series anomaly detection

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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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aeon-toolkit / aeon