[ENH] Convert Theta transform to series transformer

[TonyBagnall]

part of #1446

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I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ].
I would have added the following labels to this PR based on the changes made: [ $\color{#41A8F6}{\textsf{transformations}}$ ], however some package labels are already present.

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