Intelligent information technologies in time series forecasting

Intelligent information technologies enable to solve complex data mining problems in various domains of human activity. In this paper such popular techniques as artificial neural networks, fuzzy rule based systems and neuro-fuzzy systems are considered. A genetic programming algorithm is used for building intelligent systems ensembles in order to improve the performance and reliability of decision making. The methods proposed are applied to time series prediction task. The results obtained are compared to other state-of-the-art time series forecasting techniques.