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Hi All - 

Can anyone suggest good *applied* references for forecasting time series with Neural Nets? Looking for information about:

1) Construction of features 
2) Variable selection
3) Model validation techniques
4) Ascertaining significance of intervention variables (did event X have an impact)?

Thanks! 

Tags: forecasting, nets, neural, series, time

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Chapter 3 of my thesis may be of interest. It is about using neural nets for the load forecasting problem.

http://www.philbrierley.com/phil/thesis.zip

Phil
Thanks Phil, I'll take a look.

Jeff

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