A model of neural network with convolutional layers that calculates the power cepstrum of the input signal is proposed. To achieve it, the network calculates the discrete-time short-term Fourier transform internally, obtaining the spectrogram of the signal as an intermediate step. The weights of the neural network can be calculated in a direct way or they can be obtained through training with the gradient descent method. The behaviour of the training is analysed. The model originally proposed cannot be trained in a complete way, but both the part that calculates the spectrogram and also a variant of the cepstrum equivalent to the autocovariance that keeps a big part of its usefulness can be trained. For the cases of successful training, an analysis of the obtained weights is done. The main conclusions indicate, on the one hand, that it is possible to calculate the power cepstrum with a neural network; on the other hand, that it is possible to use these networks as the initial layers of a deep learning model for the case of trainable models. In these layers, weights are initialised with the discrete Fourier transform (DFT) coefficients and they are trained to adapt to specific classification or regression problems.