[BUG] Sporadic failure in anomaly detection test

[TonyBagnall]

Describe the bug

aeon/datasets/tests/test_tsad_datasets.py::test_helper_functions sporadic fails caused by writing to "local_data", need to use a tempfile, instead, e,g.

def test_base_deep_clusterer():
    """Test base deep clusterer."""
    with tempfile.TemporaryDirectory() as tmp:
        last_file_name = "temp"
        # create a dummy deep classifier

Steps/Code to reproduce the bug

run CI

Expected results

pass

Actual results

FAILED aeon/datasets/tests/test_tsad_datasets.py::test_helper_functions - OSError: Cannot save file into a non-existent directory: '/home/runner/work/aeon/aeon/aeon/datasets/local_data'

Versions

No response