Salam

Thank you for your question.
In Zaitun Time Series we use Fully Connected Feed Forward Neural Network topology with Backpropagation learning algorithm.

The model used in Zaitun Time Series is simple Autoregressive (AR) which is:
Yt = f(Yt-1,Yt-2,Yt-3,...Yt-n)
which n means the number of input layer neuron.

So, for example, if the number of input neuron is set to 6 the model is:
Yt = f(Yt-1,Yt-2, Yt-3,Yt-4,Yt-5, Yt-6)

The values of Yt-1,Yt-1,Yt-2, Yt-3,Yt-4,Yt-5, Yt-6 will be the value of each 6 neurons in input layer, and the value of Yt will be the value of output layer neuron.

Hope it will answer your question.
If you need more explanation or have another question just give a reply comment on this comment.

Salam.
Thank you

Rizal Zaini Ahmad Fathony
Zaitun Time Series Developer Team