An Introduction on Time Series Forecasting with Simple Neura Networks & LSTM

The purpose of this article is to explain Artificial Neural Network (ANN) and Long Short-Term Memory Recurrent Neural Network (LSTM RNN) and enable you to use them in real life and build the simplest ANN and LSTM recurrent neural network for the time series data. The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options. It is calculated and disseminated on a real-time basis by the Chicago Board Options Exchange (CBOE). The VOLATILITY S&P 500 data set can be downloaded from here, I set the date range from Feb 11, 2011 to Feb 11, 2019. Our goal is to predict VOLATILITY S&P 500 time series using ANN & LSTM. And load the data into a Pandas dataframe.