I have a set of time series data which gives me fibonacci levels and the duration at which the value is at this level. Data structure to look like:
Date / Duration (minutes) / Level 201201 / 380 / 2 ..... 210422 / 400 / 4
I'd like to create a NN model (LSTM maybe) that would forecast the next level, the probability it reaches it and this for several steps ahead (1 step = 400 minutes). Which time series forecasting model would you recommend ? Thanks in advance.