Time series datasets often have missing or corrupted entries, which need to be ignored in subsequent data analysis. For example, in the context of space physics, calibration issues, satellite telemetry issues, and unexpected events can make parts of a time series unusable. Various approaches exist to tackle this problem, including mean/median imputation, linear interpolation, and autoregressive modeling. Here we study the utility of artificial neural networks (ANNs) to predict statistics, particularly second-order structure functions, of turbulent time series concerning the solar wind. Using a dataset with artificial gaps, a neural network is trained to predict second-order structure functions and then tested on an unseen dataset to quantify its performance. A small feedforward ANN, with only 20 hidden neurons, can predict the large-scale fluctuation amplitudes better than mean imputation or linear interpolation when the percentage of missing data is high. Although they perform worse than the other methods when it comes to capturing both the shape and fluctuation amplitude together, their performance is better in a statistical sense for large fractions of missing data. Caveats regarding their utility, the optimisation procedure, and potential future improvements are discussed.