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I'm trying to predict a time series using the neural network approach. I saw this function "nnetar", in the "forecast" package, what do you think? I can not find a mathematical explanation about it. Can you suggest where I can find it?

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    $\begingroup$ Did you look at the vignette in the forecastpackage? $\endgroup$ – kjetil b halvorsen Mar 28 '18 at 9:20
  • $\begingroup$ sure but the mathematical explanation is not enough, I found this paper, can it be suitable for the nnetar package? "time series forecasting with neural networks: a comparative study using the airline data (julian faraway 1998)" $\endgroup$ – an.dr.ea Mar 28 '18 at 9:38
  • $\begingroup$ That paper is 20+ years old at this point, and very out of date due in large part to advances in NN design. $\endgroup$ – jbowman Mar 29 '18 at 2:53
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Rob Hyndman, the author of the forecast package, gives a brief explanation of NNETAR in his online book:

https://www.otexts.org/fpp/9/3

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