Feature/add changelog and action (#12)

* docs: add changelog

* ci: add changelog pr update check

* docs: clean up changelog

.github/workflows/changelog-pr-update.yml

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+name: Check Changelog Update on PR
+on:
+  pull_request:
+    types: [assigned, opened, synchronize, reopened, labeled, unlabeled]
+    branches:
+      - main
+      - develop
+jobs:
+  Check-Changelog:
+    name: Check Changelog Action
+    runs-on: ubuntu-20.04
+    steps:
+      - uses: tarides/changelog-check-action@v2
+        with:
+          changelog: CHANGELOG.md

CHANGELOG.md

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+# Changelog
+
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+Please add your functional changes to the appropriate section in the PR.
+Keep it human-readable, your future self will thank you!
+
+## [Unreleased]
+
+### Added
+
+### Changed
+
+### Removed
+
+## [0.4.0] Minor Release
+
+### Added
+- earthkit-data replaces climetlab
+
+### Removed
+- climetlab
+
+## [0.3.0] Minor Release
+
+### Added
+- hindcast source
+
+### Changed
+- updated documentation
+
+## [0.2.0] Minor Release
+
+### Added
+- statistics tendencies
+
+### Removed
+- CubesFilter
+
+## [0.1.0] Initial Release
+
+### Added
+- Documentation
+- Initial code release for anemoi-datasets: create datasets for data-driven weather-models
+- open datasets
+- combine datasets
+
+## Git Diffs:
+[0.4.0]: https://github.com/ecmwf/anemoi-datasets/compare/0.3.0...0.4.0
+[0.3.0]: https://github.com/ecmwf/anemoi-datasets/compare/0.2.0...0.3.0
+[0.2.0]: https://github.com/ecmwf/anemoi-datasets/compare/0.1.0...0.2.0
+[0.1.0]: https://github.com/ecmwf/anemoi-models/releases/tag/0.1.0