You can tell the parents on here who let their kids do what they want, shriek and scream and annoy the neighbours and make their life hell, from the ones who have to suffer these kids, (coz the parents who don't know how to discipline their kids (or don't want to) are doing NOTHING about their unruly kids!)
We lived next to a family like this. 2 screaming shrieking little kids (6 and 8,) who were shoved in the garden on the trampoline every hour of their lives (that they weren't at school.) And even when they WERE at school, the mother had the 2 young adult daughters around (17 and 18) with THEIR screaming toddlers. Our lives were miserable, because of the horrendous NOISE. But thankfully we were only in a private let so only had to tolerate it for 1.5 years.
My friend who lives a few doors down from me, has a family the same as this who moved in a year ago, and even though my friend has been in her home for 17 years, she is now selling up and moving, as this dreadful new neighbour of hers does not give her a minute's peace. 3 kids screaming all day, and the mum screaming at them. Loud music playing half the day. Utter hell.
It fucks me right off when people say shit like 'oh just how DARE children enjoy their own garden!' Just bore off with that already. This is clearly NOT the sort of thing the OP is on about.
@Capricorn8990 YANBU, and you have my sympathy. No advice really, except maybe consider moving. Dreadful neighbours like this will never change, and you should not HAVE to put fucking earbuds in, or noise cancelling headphones FFS! 
I am so glad to be detached now, (so no noise coming through walls,) with one single childfree lady in the house on the one side of me, and a couple in their 70s on the other side. (One son aged 43, with a daughter in her 20s...) No screaming kids thank fuck!