# What is a “recurrent model” in forecasting

In this book, there is a chapter titled Recurrent Models (you can see that chapter in Google books) but it's very short and some parts are not very clear to me. Recurrent Models seem to refer to a regression of the following form:

$$y_{k} = f(y_{k-m},..., y_{k-1},x_{k-m},..., x_{k-1}) \hspace{20mm}\text{for} \; k = m+1,....,n$$

However, I would like to get more information about this topic but maybe the name recurrent model is not a very common one, so I'm having a hard time getting more notes or books about it. Can anyone give me some pointers?

Thanks

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May refer to Recurrent Neural Network models (Googling recurrent model yields much material related to RNNs). RNNs are dynamical neural network models where there is feedback, as opposed to the output being a static function of the input. .. I would stay away from this stuff and learn algebra and topology and metric spaces instead. – alancalvitti Feb 14 '13 at 4:36
I don't really think it refers to RNN (even if RNN can also be used with regression) but just out of curiosity, why did you suggest to stay away from RNNs? – Robert Smith Feb 14 '13 at 4:49
Was going by the top Google hits. To give you an example of how excruciating NNs can be, my thesis advisor analyzed a small network of less than 10 neurons (Hopfield type, but w/o symmetries) coupled to an external environment, resulting in 30 pages of (Mathematica assisted) bifurcation analysis to understand them. – alancalvitti Feb 14 '13 at 4:55
Now I understand your suggestion :-) – Robert Smith Feb 14 '13 at 5:03