The statistical and soft computing methods have been used to predict time series data from different fields. The different methods have been applied on same or different time series data. One method has been selected among the applied methods based error analysis. In this paper, an algorithm has been proposed to forecast the time series data based on Genetic Algorithm. The error has been calculated between original and predicted data. A comparison has been made among the predicted result by Genetic Algorithm and the other applied methods like fuzzy system, artificial neural network and statistical methods on same data set. It has been proved that the Genetic Algorithm method is given better result compare to other applied methods.

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Statistical Method Soft Computing Method Fuzzy System Artificial Neural Network Genetic Algorithm And Time Series Data