I worked on time series analysis, forecasting methods, inference systems for forecasting, artificial neural networks for forecasting. Especially, I focused on proposing new fuzzy methods and artificial neural networks for forecasting purpose. In our recent studies, dependent bootstrap techniques have been used in artificial neural networks and fuzzy systems. We tried to make a bridge between statistical and machine learning methods. I worked on different data sets. My special interest is forecasting stock exchange composite index and temperature time series.