File not found: datasets/pts_m5/metadata.json

Excuse me if this is a newbie question but when I try to run https://github.com/zalandoresearch/pytorch-ts/blob/master/examples/m5-tft.ipynb I am running into the following error:

Traceback (most recent call last):
  File "C:\Users\Gili\Documents\myproject\pytorch-ts-test.py", line 17, in <module>
    dataset = get_dataset("pts_m5", regenerate=False)
  File "C:\Users\Gili\Documents\myproject\python\lib\site-packages\gluonts\dataset\repository\datasets.py", line 232, in get_dataset
    return load_datasets(
  File "C:\Users\Gili\Documents\myproject\python\lib\site-packages\gluonts\dataset\common.py", line 491, in load_datasets
    meta = MetaData.parse_file(Path(metadata) / "metadata.json")
  File "pydantic\main.py", line 613, in pydantic.main.BaseModel.parse_file
  File "pydantic\parse.py", line 57, in pydantic.parse.load_file
  File "C:\Python39\lib\pathlib.py", line 1248, in read_bytes
    with self.open(mode='rb') as f:
  File "C:\Python39\lib\pathlib.py", line 1241, in open
    return io.open(self, mode, buffering, encoding, errors, newline,
  File "C:\Python39\lib\pathlib.py", line 1109, in _opener
    return self._accessor.open(self, flags, mode)
FileNotFoundError: [Errno 2] No such file or directory: 'C:\\Users\\Gili\\.mxnet\\gluon-ts\\datasets\\pts_m5\\metadata.json'

Looking at https://www.kaggle.com/c/m5-forecasting-accuracy/data this file does not seem to exist. What am I missing here?

[slaweks17]

OK, I will try.

[cowwoc]

Is it possible to add this step to the README?