[ENH] Piecewise Linear Approximation (PLA)

[Moonzyyy]

What does this implement/fix? Explain your changes.

Implements #948. Added tests for new series transformer PLA.

Does your contribution introduce a new dependency? If yes, which one?

No new dependency

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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: [ $\color{#41A8F6}{\textsf{transformations}}$ ]. Feel free to change these if they do not properly represent the PR.

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[TonyBagnall]

couple very minor things, but looks good to me. Could you change the title of the PR, this is just PLA not catch22

[TonyBagnall]

might be worth looking at numba at some point?

[MatthewMiddlehurst]

A few comments. I did not notice initially that _fit should not exist due to the tag setting, unless you think it is the tag which is wrong and the method should exist.

I am going to turn on the code coverage tests to its easier to see what lines are covered by unit tests.

[MatthewMiddlehurst]

Could you plot the test series and each of the options similar to the image above? We have utilities in the visualisation module which can do this.

[MatthewMiddlehurst]

LGTM. Any comments @TonyBagnall?