Can neural networks used in time series data using R software?
What are appropriate packages?
Do you have example codes?
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Have a look at the Tensorflow package from RStudio.
https://tensorflow.rstudio.com/
Any numerical data can be consumed by a neural network and time series data is no exception.
Chechy Levas
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The nnetar() function in the forecast package will fit an extremely simple feed-forward neural network with a single hidden layer. It does not even automatically include seasonal lags for seasonal time series.
Of course, you can use "general" neural network packages and feed in time series with appropriate lags.
Stephan Kolassa
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Are you sure that nnetar uses RNN? I think it uses feed forward NNets. – Skander H. May 07 '18 at 22:36
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https://stats.stackexchange.com/questions/341397/how-does-neural-network-auto-regression-produce-multistep-forecasts – Skander H. May 07 '18 at 22:37
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@Alex: thanks! You are right, I misremembered. Edited it into the answer. – Stephan Kolassa May 08 '18 at 07:18