[DOC] Add RecurrentNetwork usage example

[obaidsafi51]

Reference Issues/PRs

Regarding #2377

What does this implement/fix? Explain your changes.

Add a doctest-style usage example to the RecurrentNetwork (RNN) model class docstring. The example demonstrates the complete workflow:

• Loading synthetic data using generate_ar_data
• Creating TimeSeriesDataSet with target_lags (RNN-specific feature)
• Building model via RecurrentNetwork.from_dataset()
• Training with PyTorch Lightning Trainer
• Making predictions

What should a reviewer concentrate their feedback on?

• Whether the example is sufficiently concise while showing the complete core workflow
• Whether the doctest syntax is correct (>>> prompts, ... continuations)
• Whether the example uses appropriate hyperparameters for a quick demo

Did you add any tests for the change?

Yes - the example itself is an executable doctest. It will be run by the existing doctest suite (pytorch_forecasting/tests/test_doctest.py).

Any other comments?

The example uses generate_ar_data for a self-contained, reproducible example without external dependencies. Training and prediction steps are marked with # doctest: +SKIP since they require GPU/longer runtime.

PR checklist

• The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.
• Added/modified tests (doctest example)
• Used pre-commit hooks when committing to ensure that code is compliant with hooks. Install hooks with pre-commit install. To run hooks independent of commit, execute pre-commit run --all-files

[obaidsafi51]

@phoeenniixx Can you kindly review the PR if there is any issue let me know about it. Thanks.

[phoeenniixx]

Thanks!
The code quality is failing, can you please look into this?
See the coding standards here: https://www.sktime.net/docs/developer-guide/coding-standards/

[codecov]

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[phoeenniixx]

Thanks!

[phoeenniixx]

THis should be like this:

Example
-------------

[phoeenniixx]

I think the heading is not right, can you please use numpydoc style docstrings