text: Title: [ENH] Smoothing filters as BaseSeriesTransformers
  Body: ### Describe the feature or idea you want to propose
  
  A while back (five years?) we compared different smoothing algorithms for time series classification. 
  
  https://link.springer.com/chapter/10.1007/978-3-030-29859-3_5
  
  Now, we found it did not make much difference on the UCR data, but that does not mean it is not of use. It would be good to implement some or all of these as BaseSeriesTransformers, most are pretty simple.
  
  
  
  ### Describe your proposed solution
  
  we looked at the following, but there are probably many more. These are all parameterised, so it would be good to have an automatic way of 
  
  - [x]  Simple Moving Average (good first issue)
  - [x] Exponential smoothing (good first issue)
  - [x] Gaussian filter (good first issue)
  - [x] Savitzky-Golay filter
  - [x] Discrete Fourier Approximation #1967 @Cyril-Meyer 
  - [x] Recursive Median Sieve
  
  ### Describe alternatives you've considered, if relevant
  
  list any others below
  
  ### Additional context
  
  _No response_