Forecasting Using Elman Recurrent Neural Network.

Forecasting is an important data analysis technique that aims to study historical data in order to explore and predict its future values. In fact, to forecast, different methods have been tested and applied from regression to neural network models. In this research, we proposed Elman Recurrent Neural Network (ERNN) to forecast the Mackey-Glass time series elements. Experimental results show that our scheme outperforms other state-of-art studies.