TimeseriesGenerator for many-to-many architectures

[kopytjuk]

What do you think about introducing support for "many-to-many" architectures (see here). In https://github.com/keras-team/keras/issues/11293 there is an issue about that functionality.

In the left side we have current implementation, on the right side the desired behaviour.

I would also love to contribute!

[herzog-ch]

Yes please, this feature would help a lot in training RNNs.

[annaformaniuk]

Good idea - for me this would also be a helpful utility, replacing a lot of preprocessing code.

[nacheteam]

I have been looking how to do this in a generator fashion, any examples of how to do this with the actual functions? I suppose I need to extend the Sequence class but I'm not pretty sure how to do it... Thanks in advance!