[Feat] anomaly detection and cross validation

[Yibei990826]

Description

These are feature requests from our users, compiled through individual meetings, with the numbers indicating how many times each feature was mentioned:

Anomaly Detection and Cross Validation

• Smoothed forecasts and confidence intervals across different windows.(1)
• Multivariate anomaly detection with covariate modeling.(1)
• Return detailed anomaly scores and anomaly types.(1)

Use case

No response