How to predict time series data with infinite variance with a neural networkَ?

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James R Knaub

Not my area, but if you have infinite variance, that sounds like division by zero caused by too little data to have positive degrees of freedom. Do you lack data?

Marcus Hellwig

don´t know if I really can help, but I have worked with Petri Nets,

https://en.wikipedia.org/wiki/Petri_net

and I really wonder what may cause inifinite variance!