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Is there any educational material that focuses on introducing neural networks for time series prediction, ideally comparing to traditional models?

It is ok if the references assume the reader knows about neural networks: I am only interested in how to efficiently apply them to time series prediction.

I would prefer some modern material (e.g., something that goes beyond feedforward neural networks:

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I am aware of the typical references for learning neural networks in general, as well as neural networks applied to natural image processing and computer vision.

Some textbooks I looked at:

  • {1} Montgomery, Douglas C., Cheryl L. Jennings, and Murat Kulahci. Introduction to time series analysis and forecasting. John Wiley & Sons, 2015. --> only has three pages on neural networks.
Richard Hardy
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Franck Dernoncourt
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  • http://www.deeplearningbook.org/ – Souradeep Nanda Dec 09 '16 at 03:56
  • @SouradeepNanda Thanks, but I barely see any mention of time series in this book. – Franck Dernoncourt Dec 09 '16 at 04:01
  • @FranckDernoncourt Sorry for the late replay. Have you found what you are looking for? i will start learning about using neural networks for time series and their comparisons with the old traditional methods. – floyd Jun 15 '18 at 17:59
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    Possible duplicate of [Getting started with neural networks for forecasting](https://stats.stackexchange.com/questions/9842/getting-started-with-neural-networks-for-forecasting). I wonder if these threads should be merged. – Richard Hardy May 29 '19 at 09:22

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