Set observed=True inside DataFrame.groupby in PandasDataset to silence the FutureWarning (#3254)

*Issue #, if available:*

*Description of changes:*
- Set `observed=True` inside `DataFrame.groupby` in `PandasDataset` to
silence the FutureWarning. Relevant pandas documentation:
https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.groupby.html#pandas-dataframe-groupby.


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Author: shchur

src/gluonts/dataset/pandas.py

@@ -305,7 +305,7 @@ def from_long_dataframe(
             other_static_features = pd.DataFrame()
 
         logger.info(f"Grouping data by '{item_id}'; this may take some time.")
-        pairs = list(dataframe.groupby(item_id))
+        pairs = list(dataframe.groupby(item_id, observed=True))
 
         return cls(
             dataframes=pairs,