This projects aims at creating a simulator for the NARX (Nonlinear AutoRegressive with eXogenous inputs ) architecture with neural networks. The system can fallback to MLP ( multi layer perceptron ), TDNN ( time delay neural network ), BPTT ( backpropagation through time ) and a full NARX architecture.
The system is intended to be used as a time series forecaster for educational purposes.
This projects is my personal master thesis developed at the Master of Artificial Intelligence...