Feat/madrid

[acquayefrank]

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I did not find any labels to add based on the title. Please add the [ENH], [MNT], [BUG], [DOC], [REF], [DEP] and/or [GOV] tags to your pull requests titles. For now you can add the labels manually.
I have added the following labels to this PR based on the changes made: [ $\color{#6F6E8D}{\textsf{anomaly detection}}$ ]. Feel free to change these if they do not properly represent the PR.

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