Create documentation page with glossary of terms

[Mr-Geekman]

🚀 Feature Request

We have some kind of glossary in the library, but it isn't explicit. We could make it explicit as a separate documentation page.

Proposal

Add page "User Guide / Glossary" with explanation of terms:

• Time series
• Frequency
• Univariate time series
• Panel time series
• Multivariate time series
• Hierarchical time series
• Segments
• Endogenous data
• Exogenous data
• Regressors
• Stationarity
• Seasonality
• Trend
• Anomaly (?)
• Change-point
• Prediction intervals
• Prediction components
• Forecasting
• Horizon
• Backtesting
• Per-segment / local mode
• Multi-segment / Global mode
• Forecasting strategy
• Clustering
• Classification
• Segmentation
• Dataset (?)
• Transform (?)
• Model (?)
• Model context (?)
• Pipeline (?)
• Lags (?)
• Date flags (?)
• Fourier terms (?)
• Differencing (?)

Inspiration: https://www.sktime.net/en/stable/glossary.html

To discuss:

• Do we want to add terms marked with (?) ?
• Do we want to list them in some particular order or in alphabetical order?
• Do we want to add some other terms?

Test cases

No response

Additional context

No response