Brain.js: Time series

[lodenrogue]

Any chance of extending this service to support time series predictions?

[robertleeplummerjr]

Can you give me an example?

[lodenrogue]

Weather forecasts, financial predictors, trends. It takes previous entries into consideration when calculating the output.

[robertleeplummerjr]

Do you have a dataset we could work with?

[lodenrogue]

This is a very simple example: https://archive.ics.uci.edu/ml/datasets/Dow+Jones+Index

[robertleeplummerjr]

Awesome! The feed forward networks (the current brain.js neural net) won't be able to give a reliable prediction (arguably) because it is trained by what would be easily described as a sort of frozen state, for example: if I were to say "parchment", you'd be like: "that was odd to say, what did he mean by that?".
That being said, it is how a feed forward neural network... work, they don't really have a _memory_ of what is going on to give it a context.
However, a recurrent neural network can recall what is going on. If you are still reading this you will remember I said the word "parchment", and may be further intrigued at where I am going with it. I am not, other than to illustrate that memory is very powerful, especially in predictions.
However (and this brings me a lot of pleasure) the recurrent neural network that is being worked on here has a handy little method... interestingly called "predict", which I believe is what could be used in this scenario.
This code is actively being worked on, but would probably give you a pretty good prediction.

The code is being honed to not only be a "hey look what neural networks can do!" but also be enterprise ready. If we can get the pseudo csv data mentioned above fed into the neural net, certainly a predictive state could be had.

[lodenrogue]

Wow this is excellent! I'm going to give this a try as soon as I can. Thank you for all that information. It really puts everything into perspective.

Edit: Is there a standalone rnn.js for the browser?

[robertleeplummerjr]

It will be runs 100% able to run in browser.

[robertleeplummerjr]

FYI: https://github.com/harthur-org/brain.js/blob/recurrent/browser.js#L1590
A unit test that predicts maths: https://github.com/harthur-org/brain.js/blob/recurrent/test/recurrent/lstm.js#L15

[robertleeplummerjr]

The whole library is available here:
https://github.com/harthur-org/brain.js/blob/master/browser.js
and https://github.com/harthur-org/brain.js/blob/master/browser.min.js

These are built frequently, usually when committing. I'm currently working to reduce the complexity of the recurrent neural net, but it is now running in browser, and is fairly stable.