The purpose of this library is using neural networks to replicate classical forecast models from the financial industry structurally, like AR(p), MA(q), ARMA(p, q), ARCH(q) or GARCH(p, q), all of which are supported by neuralforecast.

Install the library and run the ARMA example.

git clone https://github.com/maxpumperla/neuralforecast
cd neuralforecast
python setup.py install
python examples/arma.py