[ENH] Implement the MADRID anomaly detection algorithm

[TonyBagnall]

Describe the feature or idea you want to propose

the MERLIN AD detector was introduced in
#1343
according to the author,
"While I am proud of MERLIN, MADRID does the same thing, but 10 to 1000 times faster, and it is hyper anytime."

Describe your proposed solution

implement the algorithm described here
https://ieeexplore.ieee.org/document/10415747

Describe alternatives you've considered, if relevant

No response

Additional context

No response

[TonyBagnall]

@aeon-actions-bot assign @acquayefrank

[acquayefrank]

Hello @TonyBagnall there is a draft pull request here. Hoping to finish the code in the coming days.