Abstract

The conventional ways of constructing artificial neural network (ANN) for a problem generally presume a specific architecture and do not automatically discover network modules appropriate for specific training data. Evolutionary algorithms are used to automatically adapt the network architecture and connection weights according to the problem environment without substantial human intervention. To improve on the drawbacks of the conventional optimal process, this study presents a novel evolutionary artificial neural network (EANN) for time series forecasting. The EANN has a hybrid procedure, including the genetic algorithm and the scaled conjugate gradient algorithm, where the feedforward ANN architecture and its connection weights of neurons are simultaneously identified and optimized. We first explored the performance of the proposed EANN for the Mackey–Glass chaotic time series. The performance of the different networks was evaluated. The excellent performance in forecasting of the chaotic series shows that the proposed algorithm concurrently possesses efficiency, effectiveness, and robustness. We further explored the applicability and reliability of the EANN in a real hydrological time series. Again, the results indicate the EANN can effectively and efficiently construct a viable forecast module for the 10-day reservoir inflow, and its accuracy is superior to that of the AR and ARMAX models.

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