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[ENH] Refactored and improved
Catch22
transformer - support for col…
…umn names, short aliases, refactor to `pd.Series`, `sktime` native parallelization (#6002) #### What does this implement/fix? Explain your changes. Simplifies the `Catch22` code to be in accordance with the current version of sktime, similarly to #5981. Adds option to add column names in the output, with short names option similarly to DynamicsAndNeuralSystems/pycatch22#18 * Changed logic from looping over nested_univ series to a single pd.Series approach. * Private catch22 from `_catch22_numba.py` functions are now passed through a dict * `_catch22_numba.py` now accesses variables passed through a dict, not indirectly, to simplify the logic of passing arguments in the main `catch22.py` module
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