Abstract
Time series analysis and prediction have attained significant attention from the research community in the past few decades. However, the prediction accuracy of the models highly depends on the models' learning process. In order to optimize resource usage, a better learning methodology, in terms of accuracy and learning time, is needed. In this context, the current research work proposes EvoLearn, a novel method to improve and optimize the learning process of neural-based models. The presented technique integrates the genetic algorithm with back-propagation to train model weights during the learning process. The fundamental idea behind the proposed work is to select the best components from multiple models during the training process to obtain an adequate model. To demonstrate the applicability of EvoLearn, the method is tested on the state-of-the-art neural models (namely MLP, DNN, CNN, RNN, and GRU), and performances are compared. Furthermore, the presented study aims to forecast two types of time series, i.e. air pollution and energy consumption time series, using the developed framework. In addition, the considered neural models are tested on two datasets of each time series type. From the performance comparison and evaluation of EvoLearn using a one-tailed paired T-test against the conventional back-propagation-based learning approach, it was found that the proposed method significantly improves the prediction accuracy.