[ENH] Discrete Fourier Approximation Transformer

[Cyril-Meyer]

Reference Issues/PRs

Implement DFT asked in #1920.

What does this implement/fix? Explain your changes.

Add a new transformation, named DFTSeriesTransformer.
The simplified algorithm is the following :

1. Compute FFT
2. Remove a proportion of terms (r paramter)
3. Compute invert FFT

Does your contribution introduce a new dependency? If yes, which one?

No.

Any other comments?

Removed terms can be sorted by amplitude before removal to keep most important terms instead of first ones.

I based my code using BKFilter class as a template.

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[Cyril-Meyer]

Here is a visualization of x12r vs fit_transform(x12r) with the tests parameters.
This looks good to me, but I may have misunderstood what is requested in #1920.

r	Unsorted	Sorted
0.00
0.25
0.50
0.75
1.00

[Cyril-Meyer]

@TonyBagnall I would like to mention you and ask for your opinion as you are the "feature requester".

[TonyBagnall]

lgtm, thanks

[Cyril-Meyer]

@all-contributors add @Cyril-Meyer for code.

[allcontributors]

@Cyril-Meyer

I've put up a pull request to add @Cyril-Meyer! 🎉