House Price Predicting. Neural Network. How to create training/testing set by each month (sliding window) on R

I am working on project "Predicting Housing Market Trends (prices and sales number) ...". I need to try to develop Neural Network model for this purpose, but after discussing with some data scientists I am not quite sure that NN will help me in this case. What do you think?
If it works, then how to create a window of 1 month for training then predicting next month. Check the accuracy. After, shift the window and train the 2 month and so on. I have searched in internet, but did not find any useful info.
Thank you in advance! Hope to hear some good suggestions as soon as possible.

Rolling Origin Forecast Resampling

This is a class of problem in time series analysis. The forecast package and the accompanying free text will provide useful tools and guidance.

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