A simple example

# Start importing packages
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import tensorflow as tf
from tensorflow.keras import datasets, layers, models
from tensorflow.keras.layers import Input
from tensorflow.keras.models import Model, Sequential 
from tensorflow.keras.layers import Dense, SimpleRNN, LSTM, GRU
from tensorflow.keras import optimizers     
from tensorflow.keras import regularizers           
from tensorflow.keras.utils import to_categorical 



# convert into dataset matrix
def convertToMatrix(data, step):
 X, Y =[], []
 for i in range(len(data)-step):
  d=i+step  
  X.append(data[i:d,])
  Y.append(data[d,])
 return np.array(X), np.array(Y)

step = 4
N = 1000    
Tp = 800    

t=np.arange(0,N)
x=np.sin(0.02*t)+2*np.random.rand(N)
df = pd.DataFrame(x)
df.head()

plt.plot(df)
plt.show()

values=df.values
train,test = values[0:Tp,:], values[Tp:N,:]

# add step elements into train and test
test = np.append(test,np.repeat(test[-1,],step))
train = np.append(train,np.repeat(train[-1,],step))
 
trainX,trainY =convertToMatrix(train,step)
testX,testY =convertToMatrix(test,step)
trainX = np.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))
testX = np.reshape(testX, (testX.shape[0], 1, testX.shape[1]))

model = Sequential()
model.add(SimpleRNN(units=32, input_shape=(1,step), activation="relu"))
model.add(Dense(8, activation="relu")) 
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='rmsprop')
model.summary()

model.fit(trainX,trainY, epochs=100, batch_size=16, verbose=2)
trainPredict = model.predict(trainX)
testPredict= model.predict(testX)
predicted=np.concatenate((trainPredict,testPredict),axis=0)

trainScore = model.evaluate(trainX, trainY, verbose=0)
print(trainScore)

index = df.index.values
plt.plot(index,df)
plt.plot(index,predicted)
plt.axvline(df.index[Tp], c="r")
plt.show()