Create MADTransform

[alex-hse-repository]

🚀 Feature Request

Create MADTransform, which calculates rolling MAD (mean absolute deviation)

Motivation

New transform in statistics transforms zoo

Proposal

1. Create class MADTransform(WindowStatisticsTransform) with the same constructor as base class
2. Implement _aggregate_window, which calculates MAD

Test cases

1. Update test_interface_simple
2. Add the separate test to check the correctness of fit_transform method.
3. Add test to check that it correctly work with NaNs(transform should be able to calculate statistic even with NaNs in the window)

Alternatives

No response

Additional context

No response

Checklist

• I discussed this issue with ETNA Team