I am in the process of defining and setting a neural network for time series forecasting in demand side load profile forecasting in a rural village microgrid application. I know there are algorithms for moving average MA and autoregressive AR techniques to statistically estimate the optimal number of coefficients in such models.
For artificial neural nets ANN and/or for an recurrent neural nets RNN, - is there a proven way for estimating the optimal number of hidden layers (or the number feedback links in an RNN) in the neural net definition - advice would be highly appreciated ?