This paper demonstrates the ability of recurrent neural networks (RNNs) to predict the linear and the nonlinear response of a premixed laminar flame to incoming velocity perturbations. We develop data-driven models, which require the velocity and heat release rate fluctuations as input data. Both time series are obtained from Direct Numerical Simulations (DNS) of a laminar flame. The length of the signals, and, hence, the cost of the simulation, is comparable to those used in the linear framework of System Identification. A more robust type of RNNs, namely long short term memory (LSTM), is employed to reduce the dependency on large datasets. The LSTM framework is modeled as a time series regression problem and four models are trained with decreasing data set lengths. All purely data-driven models accurately predict the unsteady time series of the heat release rate and, hence, the Flame Transfer Functions (FTFs). We further improve the model accuracy by incorporating a physical constraint, namely the low-frequency limit for perfectly-premixed flames, into the LSTM model. This step reduces the required data length compared to the purely data-driven approach. The proposed model, called PI-LSTM, is able to reproduce the linear and the nonlinear FTFs for amplitudes up to 50% of the laminar flame based on one numerical simulation, where the length of the time series is 100 ms.