The first thing to do is to politely ask the family to stop. If this fails the next step is to put it in writing to them keeping a copy for yourself. If this fails then contact the "noise pollution" department at your local council who will send you a diary to keep. It may also ask you to enlist the support from any other neighbours that this affects. Although it may take a while the council, even with a privately owned residence, can take action against the family. Hope this helps.
If it were me I would contact the Environmental Health (anonymously) and make a complaint. They are the people who deal with noise pollution, and it is best if you have a list of times when the noise occurred, to give them examples of how bad it is.
They can then send a letter out to the neighbours regarding this and requesting them to stop