Currently, I have made an ARIMA model and to validate it I have studied the autocorrelation (ACF and PACF) of residuals and also a Box-Pierce test.
But I am having doubts about how to validate a model made using ARTIFICIAL NEURAL NETWORKS.
Should I treat it as an ARIMA model and study residuals in the same way? Or should I make another consideration?
I was also wondering if the data used as validation has something to do with this (appart from telling me if there is or not overfitting).
All workship I find on the internet about it doesn't make any explicit validation (they don't assess the residuals or anything).