Hi @Marco1 ,
I am not sure which platform in JMP one would use to do Pareto border DOE generation. In my GUI that I'm updating now, I call the Space Filling DOE platform, which optimally fills the hyperparameter space with points based on the low and high input values for the Space Filling DOE. The resulting data table that is generated saves all the fit statistics so one can evaluate each fit and even go back and run them manually in the platforms later.
To the best of my knowledge, JMP does not support more than two layers. I don't remember the details, but it was mentioned during one of the sessions in this past week's Discover Summit Americas. I think it's because when evaluating performance (especially predictive performance), more than two layers did not add much for the additional computation time in building the model. Also, please note that when boosting with NN, only one layer is allowed. Often, the number of nodes is more meaningful than the number of layers.
As far as I know you should be able to model time series with the NN platform. I do not see any limitation there. The only challenge of course, is interpretability of the NN model. It's much harder to interpret the X's -> Y's transformations in NNs.
I am attaching a basic NN tuning table (NN Tuning) and a Space Filling DOE to explore the hyperparameter space. Note that I have only two of the four penalty methods in my DOE. Also, I allowed every variable (except robust fit) to vary, but since boosting is only allowed for a single layer model, the code automatically eliminates the two-layer choices and reverts to a boosting option. As a final note, all 13 columns must be present in the tuning table that you select when running the GUI. If they are not present, it will throw an error.
The DOE platforms will remove any factor that is a constant by default. If a column is missing after generating the DOE, you must copy it back in from your factor table (and fill the value to the end of the table), hence the example where Robust Fit is held constant at 0. I used a random seed of 1234, with 120 runs to generate the Space Filling DOE.
Hope this helps,
DS