Do you have any ideas about how to construct Recurrent Networks?
Since PennyLane connects to both PyTorch and TensorFlow, you could use the recurrent network modules of either of those packages to create recurrent networks, and potentially include a quantum element.
Yes, I understand. You could begin with the RNN modules in either of those two ML libraries, then create a new subclass of these which has a quantum circuit at its heart. If you were to build the RNN by hand, it would be a lot more work. Those libraries will handle the RNN part, and PennyLane can be used for the quantum part