Neural Network for Time Series

Hi, is there a function like nnetar (R language) for prediction of time series with a neural network?

Thanks!

Answer 1

[Meet]

Hi Ewan,

You can use the “narnet” function in MATLAB for time series prediction. “narnet “stands for Nonlinear Autoregressive Network, and it's designed for modeling and predicting time series data where you want to predict future values.

Alternatively, Long Short-Term Memory (LSTM) networks are particularly effective for time series data (assuming you are using R2017b or newer version of MATLAB). MATLAB provides built-in support for LSTMs, which you can use for sequence-to-sequence prediction tasks.

You can refer to the resources below for more information:

narnet function: https://www.mathworks.com/help/deeplearning/ref/narnet.html

Time Series Forecasting example: https://www.mathworks.com/help/deeplearning/ug/time-series-forecasting-using-deep-learning.html