I heard that RNN was implemented in Mathematica as of 11.1. Trying to search online, I find some general information about neural networks in Mathematica, or a list of related functions. My trouble is that this list of functions lumps purely statistical machine learning functions like
Predict together with neural network functions, as well as (I presume) recurrent neural network functions, so that it is really hard to tell what it is I actually need to do RNN.
Perhaps there is a resource I missed that shows an explicit example of how to tackle a time series forecasting problem with several inputs, making use of Mathematicas RNN functions?
If none are known, perhaps someone knowledgeable could write a short example, e.g. using example data from here?
Thanks for any suggestion!