Both method are used to estimate time series from data. The question is, when should I use one method or other? Is any advantage to use one instead of the other?

I know that in a PF there is a hidden model with statistic significance, and for an RNN there is no need for a model (please tell me if I'm wrong), just training data.

I've found some clues here

  • $\begingroup$ Maybe the author of the "clue", @bayerj , can help me with this. $\endgroup$ – Alejo Bernardin Jul 1 '16 at 16:07

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