[BUG] Excessive memory consumption of ROCKET

[baraline]

Describe the bug

When using RocketClassifier on moderate sized dataset of shape (15010, 1, 300), 16GB of RAM are not enough to perform the transform without issue. The problem is that, RDST, which is very similar in terms of operation performed and amount of data stored, runs without any problem.

• Inspect and profile ROCKET transform code to see where the excessive memory consumption might come from compared to RDST.

Steps/Code to reproduce the bug

No response

Expected results

N/A

Actual results

N/A

Versions

No response

[TonyBagnall]

replaced by #1699