Learn how to do time series regression using a neural network, with 'rolling window' data, coded from scratch, using Python.

Two general approaches to combining neural networks are proposed and examined in predicting the exchange rate between the British pound and US dollar. Specifically, we propose to use systematic and ...

Julian Faraway, Chris Chatfield, Time Series Forecasting with Neural Networks: A Comparative Study Using the Airline Data, Journal of the Royal Statistical Society.

This paper proposed a novel particle filter to fit structural time series models to volatile time series. Instead of assuming a parametric distribution for the observation equation, a neural network ...

Nonparametric method for multivariate density estimation using neural networks In this paper, a parameter-free method is proposed to determine the probability density function of multi-dimensional ...