In principle we do not need to check for stationarity nor correct for it when we are using an LSTM . However, if the data is stationary, it will help with better performance and make it easier for the neural network to learn.
Can LSTM handle non stationary data?
The LSTM method is preferable over other existing algorithms as LSTM network is able to learn non-linear and non-stationary nature of a time series which reduces error in forecasting.
How much training data is required for LSTM?
Concerning the LSTM, it has been shown that a data length of 9 years is required for the training procedure to reach acceptable performances and 12 years for more efficient prediction.