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[REF] Refactor anomaly_detection into submodules #2663

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@MatthewMiddlehurst

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@MatthewMiddlehurst

Describe the issue

Currently, all anomaly_detection estimators are in the top level module directory. We should separate them into submodules. The current proposal found through discussion in module meetings is separating by algorithm family (see https://dl.acm.org/doi/abs/10.14778/3538598.3538602 by @SebastianSchmidl, Table 1).

Including a few extras, this would give us:

Suggest a potential alternative/fix

Categorise current estimators and refactor the code in the module.

Additional context

Discussed in an anomaly detection module meeting. https://hackmd.io/@aeon-toolkit/HyZVExBZ1l

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anomaly detectionAnomaly detection packagerefactorRestructuring without changing its external behavior

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