the logic is the same as with a simple Linear layer - different data should be fed through different vector positions, with vectors occupying the last dimension.
so, with 5 variables you need to permute the dataset to (*,5).
if you’re just unrolling univariate windows, your “inflated dataset” approach may work. there are some potential issues with mini-batch random sampling, but I think this won’t play a big role with your dimension sizes.