Implement AutoPeriod #19
Description
Implement AutoPeriod [1, 2] for automatic window size detection.
[1] Vlachos, Michail, Philip Yu, and Vittorio Castelli. "On periodicity detection and structural periodic similarity." Proceedings of the 2005 SIAM international conference on data mining. Society for Industrial and Applied Mathematics, 2005.
[2] Ermshaus, Arik, Patrick Schäfer, and Ulf Leser. "Window size selection in unsupervised time series analytics: A review and benchmark." International Workshop on Advanced Analytics and Learning on Temporal Data. Springer, Cham, 2023.