Mika_S:

That is can I expect an lstm model trained over sequences of max length 100 to give good results well for sequences of length 200?


It is possible, but not guaranteed. Simply speaking, if distributions of your training vectors (both x and y) are stationary over time, extrapolation into future should be good, otherwise - it is dubious, but may work, at least for some number of extra time steps. GRU may fare better in this regard, because if has no separate ‘forget’ and ‘update’ gates, that can cause state drift over time.