# deepAR RNN from AWS Sagemaker - should I clean the data first?

I test the Sagemaker AWS solution for RNN: deepAR. Previously I used sklearn for this and obviously I cleaned the data to avoid highly correlated time series (KBest, PCA, etc.) Do you think it is needed here, or RNN will handle internally correlated series. PS. This is typically the case with blackbox commercial solutions. They look fantastic, but when it comes to details you have nowhere to consult.