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I know that ARIMA is one approach widely used in forecasting of univariate time series. What are some computational intelligence based methods that are reported to be successfully used in the same area? If possible, please recommend some articles/reports presenting such approaches.
Thanks in advance.
Probably the most used CI-based technique for forecasting are the Neural Networks (NNs), you can find several reviews about NN application on forecasting. A good but not recent one is this one and this one is instead on short-term load forecasting.
Other CI-based methods are not very common, maybe there are few fuzzy logic-based approaches (also neuro-fuzzy).
However, a little bit of Google Scholar can help you to find all the references you need.
