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This PR adds an xfail to the UCR loader and the Monash loader - both
retrieving benchmark data from the internet - in order to silence the
sporadic failures described in bug reports #5460 and #5462.
Only a temporary measure, possibly also rectified by the CI refactor
with a separate data testing element.
The test for the Monash forecasting repository sporadically fails, for unknown reason.
This does not seem to be more frequent on certain python versions or OS.
I assume this is occasional unavailability of the repo?
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