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[ENH] Channel selection rocket wrapper #1504

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[ENH] Channel selection rocket wrapper #1504

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TonyBagnall
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Reference Issues/PRs

resolves #1467

part of project described here
https://github.com/aeon-toolkit/aeon/blob/main/docs/mentoring.md

What does this implement/fix? Explain your changes.

very simple wrapper feature selection approach for a channel selection for MTSC based on version [1] without elbow selection as yet.

References
----------
..[1]: Alejandro Pasos Ruiz and Anthony Bagnall. "Dimension selection strategies
for multivariate time series classification with HIVE-COTEv2.0." AALTD,
ECML-PKDD, 2022

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

Any other comments?

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@aeon-actions-bot aeon-actions-bot bot added the enhancement New feature, improvement request or other non-bug code enhancement label May 8, 2024
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Thank you for contributing to aeon

I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ].
I would have added the following labels to this PR based on the changes made: [ $\color{#45FD64}{\textsf{examples}}$, $\color{#41A8F6}{\textsf{transformations}}$ ], however some package labels are already present.

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[ENH] Implement a channel selection classifier wrapper
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