Does anyone know of a library with a working implementation of backpropagation through time? Any of Java/Python/C#/VB.NET/F# (preferably the last one) will do!
I'm from a Java background but Encog has a .net implementation as well (and is a seriously good framework for NNets, with good time series support)
Can't help with an F# framework, but what domain are you coding for? If it's finance I'll reassert the "take a look at Encog"