[ENH] Added useful class attributes to SAST based transforms

[IRKnyazev]

Reference Issues/PRs

Fixes #2004

What does this implement/fix? Explain your changes.

Added class attributes found in ST that are helpful for interpreting shapelets. They do not serve functionality for the classifier but improve explainability.

Implemented:
The class each subseries is from,
the index of the original series the subseries is extracted from,
the start pos of the subseries in the original series.

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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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[baraline]

Hi Ivan, while memory wise the storage of these parameters would likely not cause too much trouble, I feel like this kind of optional storage should be gated behind a boolean given during initialization (something like store_shapelet_intialization_info ?).

I don't know if that's the goal of the PR (if not ignore it), but preferably, all the different shapelets methods should have the same name for these arguments, so we can use a common interface while inspecting them.

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[IRKnyazev]

Hi Ivan, while memory wise the storage of these parameters would likely not cause too much trouble, I feel like this kind of optional storage should be gated behind a boolean given during initialization (something like store_shapelet_intialization_info ?).

I don't think having these extra private variables will cause confusion for users, I think it is more straight forward having them there for accessibility rather than providing the option for storing them. More than happy to implement your idea though if you disagree. Maybe @MatthewMiddlehurst might have a preference?

I don't know if that's the goal of the PR (if not ignore it), but preferably, all the different shapelets methods should have the same name for these arguments, so we can use a common interface while inspecting them.

Great point, I modified the start point variable name to be consistent with the other transforms!

[MatthewMiddlehurst]

Given it's private I don't think theres a harm in adding it assuming the memory footprint is not large.

I agree we should eventually unify this between the approaches if possible. Not sure how they all do it differently, I think STC is a list of lists for each shapelet.

Happy to remove the function if it is mostly duplicated by the new visualisation tools.