[ENH] Function to write to Monash tsf style

[itsdivya1309]

Reference Issues/PRs

Fixes #469

What does this implement/fix? Explain your changes.

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

Any other comments?

PR checklist

For all contributions

• I've added myself to the list of contributors. Alternatively, you can use the @all-contributors bot to do this for you.
• The PR title starts with either [ENH], [MNT], [DOC], [BUG], [REF], [DEP] or [GOV] indicating whether the PR topic is related to enhancement, maintenance, documentation, bugs, refactoring, deprecation or governance.

For new estimators and functions

• I've added the estimator to the online API documentation.

For developers with write access

• Optionally, I've updated aeon's CODEOWNERS to receive notifications about future changes to these files.

[review-notebook-app]

Check out this pull request on 

See visual diffs & provide feedback on Jupyter Notebooks.

---

Powered by ReviewNB

[aeon-actions-bot]

Thank you for contributing to aeon

I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ].
I have added the following labels to this PR based on the changes made: [ $\color{#0B1D38}{\textsf{datasets}}$, $\color{#45FD64}{\textsf{examples}}$ ]. Feel free to change these if they do not properly represent the PR.

The Checks tab will show the status of our automated tests. You can click on individual test runs in the tab or "Details" in the panel below to see more information if there is a failure.

If our pre-commit code quality check fails, any trivial fixes will automatically be pushed to your PR unless it is a draft.

Don't hesitate to ask questions on the aeon Slack channel if you have any.

[MatthewMiddlehurst]

Thanks for contributing. I'll leave this since it's a draft, but feel free to ask any questions/for a review.

[itsdivya1309]

Sure, will reach out to you for review once it's done.

[TonyBagnall]

thanks for this, its definitely a useful contribution. Two things I think for another PR

1. It only works with dataframes where each cell is a series. We used to use this (called "nested_univ") and its what the function loads, but we have moved away from this and use pd.Series or pd.DataFrame (possibly with multiple indexes). It would be good to adapt both the loader and writer for this
2. there is no test function. It would be good to have one.

I think I will approve this then create a new issue

[MatthewMiddlehurst]

Yep fine with this being expanded on in future PRs. Agree with Tonys comments.

[TonyBagnall]

@all-contributors add @itsdivya1309 for datasets

[allcontributors]

@TonyBagnall

I've put up a pull request to add @itsdivya1309! 🎉