Thanks a lot for your answer.
Just to be sure my problem is well understood.
Let say we have this kind of dataset (A 3d array of shape (nb of elements, number of days, number of features) :
Day 1   
 
            Feature 1 Feature 2 feature 3       label

data 1
data 2
…
…
Data n





Day 2  
 
            Feature 1 Feature 2 feature 3       label

data 1
data 2
…
…
Data n





Day 3  
 
            Feature 1 Feature 2 feature 3       label

data 1
data 2
…
…
Data n


For the moment, I train my model based on the labels of day 3, using day1 day 2 and day 3 of features. Thus, labels of day 1 and day 2 are unused with my classic RNN.
Are you saying that a model like a sequence to sequence would use the labels of day 1 and day 2??