The SigmaPi Neural Network Simulator is designed for time-series processing and neural network research on Unix/X11. Since version 0.5, it uses the LSTM neuron model, the RTRL training algorithm and a heuristic learning rate adaptation based on local update sign-changes. It is GPL-covered, so you can use it for free (read the license for more information)
The current version runs with the Trolltech QT 3.x API and is therefore platform-independent.
SigmaPi is no end-user software. It allows the user to change every possible network parameter, and it won't tell you whether a setting is nonsense or not.
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