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[ENH] sktime detectors integration #197

@fkiraly

Description

@fkiraly

It would be nice to have an estimator level integration with detectors in the sktime package.
https://github.com/sktime/sktime

This would require:

  • a BaseExperiment descendant class SktimeDetectorExperiment which carries out a cross-validation experiment for time series detectors. This can lean on SktimeClassificationExperiment, in particular when handling metrics. In hyperactive.experiment.integrations. Also see the extension template https://github.com/SimonBlanke/Hyperactive/blob/main/extension_templates/experiments.py
  • a TSDetectorOptCv class inheriting from sktime BaseDetector similar to the other classes in hyperactive.integrations. Internally, it uses the SktimeDetectorExperiment

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