text: Title: [DOC] Time Series Segmentation with sktime and ClaSP Notebook Example Contains Bug
  Body: #### Describe the issue linked to the documentation
  
  The ClaSP notebook example contains a bug:
  https://www.sktime.net/en/stable/examples/annotation/segmentation_with_clasp.html
  
  The `fmt` parameter is no longer present in the API. It appears to have been replaced with `dense_to_sparse` and `sparse_to_dense` methods.
  
  This is a minor issue, but it's the only annotation example, so I thought I would fix it. (immediate pull request to follow).
  
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  #### Suggest a potential alternative/fix
  
  The fix is to remove the 'fmt' attribute from the `ClaSPSegmentation` call and then change the Output Format section. 
  
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