MATLAB 2016b automatically creating temporary files

I am using MATLAB 2016b to process data from .avi files and have all the files on an external drive. MATLAB keeps automatically creating temporary files with the message "Copying (Current Path)/filename.avi to /private/tmp/filename.avi for faster access." Is there a way to stop my current MATLAB from doing this? If not, is there an earlier version still available that won't do it? Thanks!

[Walter Roberson]

Is the external drive on the network or is it directly attached?

[Jan]

How do you "process" the AVI files? Which commands or tools are you using?