Replace setting columns with join in SegmentEncoder

[Mr-Geekman]

IMPORTANT: Please do not create a Pull Request without creating an issue first.

Before submitting (must do checklist)

• Did you read the contribution guide?
• Did you update the docs? We use Numpy format for all the methods and classes.
• Did you write any new necessary tests?
• Did you update the CHANGELOG?

Type of Change

• Examples / docs / tutorials / contributors update
• Bug fix (non-breaking change which fixes an issue)
• Improvement (non-breaking change which improves an existing feature)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Proposed Changes

#323.

Related Issue

#323.

Closing issues

Closes #323.

[codecov-commenter]

Codecov Report

Merging #331 (cb59f05) into master (96b3666) will decrease coverage by 0.00%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #331      +/-   ##
==========================================
- Coverage   87.66%   87.66%   -0.01%     
==========================================
  Files          98       98              
  Lines        4817     4816       -1     
==========================================
- Hits         4223     4222       -1     
  Misses        594      594              

Impacted Files	Coverage Δ
etna/transforms/segment_encoder.py	100.00% <100.00%> (ø)

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[alex-hse-repository]

Could you please add test here that it encodes segments correctly