[BUG] [timeseries] Some forecasting models fail during fit if an S3 path is used #4212
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Describe the bug
Setting
TimeSeriesPredictor(path="s3://my-bucket/my-predictor")
leads to some forecasting models failing during training.Related issue: awslabs/gluonts#3171
Expected behavior
All models train successfully, same as if a local path was used.
To Reproduce
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