[ENH] AEP for simulation module

[TonyBagnall]

Describe the feature or idea you want to propose

it would be good to have a module containing ways of simulating test data for alternative tasks, to run alongside archive evaluation.

Describe your proposed solution

came across this recently, this could be good
https://onlinelibrary.wiley.com/doi/full/10.1002/sam.11461
code here
https://github.com/ykang/gratis

Our way for simulating classification data is described here ithink
https://link.springer.com/article/10.1007/s10994-021-06057-9

code from the old days is here
https://github.com/time-series-machine-learning/tsml-java/tree/master/src/main/java/statistics/simulators

post any other interesting simulators below

[SebastianSchmidl]

GRATIS sounds very promising!

Synthetic data for time series anomaly detection (TSAD)

• We have developed GutenTAG for generating TSAD data within the TimeEval-context.
• https://github.com/MarkusThill/MGAB (chaotic data)