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Neural Nets for time series prediction: Where to start?

Dear Members

I have used mathematica to learn some things such as regression for time series. There are plenty of models with unctions of very high leves of abstraction such as "TimeSeriesForecast". Also, many detailed examples are given.

I like to try to learn newural nets for time series forecasting but it has not been easy at all. I have not found examples in the subject an not related models are available in the neural net repository- Could any one help me to find a good place to start on the subject?

Best regards

Jesus
POSTED BY: J Jesus Rico-Melgoza
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Anton

Thanks! I will check the suggestions.

Cheers

J. Rico
POSTED BY: J Jesus Rico-Melgoza

Here is a related MSE question: "Using a Convolutional Neural Network for time series classification".

You can also look into using Recurrent Neural Networks (RNNs). (This requires representing the time series with discrete-values sequences.)
POSTED BY: Anton Antonov
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