How to reshape data for LSTM training in multivariate sequence prediction
This makes sense. It should work for input and first couple of layers. For output layers, you can have a softmax if you need to generate only next record in sequence. 

Following Keras code has an example that :


Accepts multi-dimensional inputs  (Each sample is a Sequence of video frames) 
Predicts next few frames of video ( Multi dimensional since each pixel is a feature) 


https://github.com/keras-team/keras/blob/master/examples/conv_lstm.py