Same issue here : I'd like to perform sequence-to-sequence regression or classification, but I beleive that the LSTM looks back at ALL the previous timesteps, and I would like to limit it looking at only a few (say 10) timesteps.
My timeserie is thousands of timesteps long, but I know that those older than 10 timesteps have no effect on the output.
Since I found no option to limit the number of lookback timesteps, I thought like you I could duplicate my timeserie into multiple features which would just represent a window of 10 running timesteps, with one output (and therefore perform a sequence-to-one regression).
Have you been able to progress with your problem?
Can anyone confirm the proposed way forward is the best, or if there is better?