Good afternoon. Could you, please, recommend me packages and functions in R, which can help me to fit neural networks (especially LSTM networks) to time series data? Particularly, time series represent
1 - minute logarithmic returns of securities. The dataset is rather large and involves about 25000 values.
In addition, I`d be very pleased if you provide me with some training manual or examples of such type of work.
Thank you for your help.