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Artificial neural networks (ANNs) are a broad class of computational models loosely based on biological neural networks. They encompass feedforward NNs (including "deep" NNs), convolutional NNs, recurrent NNs, etc.

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R time-series forecasting with neural network, auto.arima and ets

I've heard a bit about using neural networks to forecast time series. How can I compare, which method for forecasting my time-series (daily retail data) is better: auto.arima(x), ets(x) or nnetar(x) …
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