DONUT- Anomaly detection Algorithm ignores the relationship between sliding windows?
The code is available on github and the sliding windows are actually not overlap. Below code from file donut/utils.py, method  minibatch_slices_iterator:

start = 0
stop1 = (length // batch_size) * batch_size
while start &lt; stop1:
    yield slice(start, start + batch_size, 1)
    start += batch_size


I haven't inspect deeper but maybe the windows are not related, as you said.