[ENH] Series search for similarity search module

[baraline]

Reference Issues/PRs

Fixes #1900

What does this implement/fix? Explain your changes.

After the query search, this PR introduces the series search, which is linked to the task of computing matrix profiles.
To make this task compatible with query search (for the naive approach), I changed the return of the predict function for query search to return both index and distances to best matches.
Modified docstrings accordingly.

For now, only the naive version (the one looping on query search, which is equivalent to STAMP from matrix profile paper 1) and STOMP (from matrix profile paper 2) algorithm for squared and euclidean distance are implemented. I'll add the different matrix profiles (e.g. SWAMP with dtw and more efficient euclidean ones) methods in a later PR.

Minimal functionality were tested given time frame for ECML, more complete test are planned in next PR.

Comments

I'm still not entirely satisfied with the naming of query search / series search, so that's open to discussion

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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: [ $\color{#45FD64}{\textsf{examples}}$, $\color{#006b75}{\textsf{similarity search}}$, $\color{#FBCA04}{\textsf{visualisation}}$ ]. Feel free to change these if they do not properly represent the PR.

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[baraline]

Will update notebooks tomorrow and this will be good for review ! (and fix test that fails while I'll sleep)

[baraline]

Switching this back to draft as there is huge performance issue with STOMP

[MatthewMiddlehurst]

Going to approve the module changes in this given the upcoming ECML tutorial, the fact the module is experimental and the next release after this is v1.0.0 with major changes.

We should have a more thorough review prior to v1.0.0 I feel, however.

Couple of comments for other changes though.

[baraline]

I agree that some changes would be needed before 1.0 to make thing cleaner, multiple issues are already up for this purpose.