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This work presents a new procedure for the solution of time series forecasting problems which searches for the necessary minimum quantity of dimensions embedded in the problem for determining the characteristic phase space of the phenomenon generating the time series. The proposed system is inspired in F. Takens theorem (1980) and consists of an intelligent hybrid model composed of an artificial neural network (ANN) combined with a modified genetic algorithm (GA). It is shown how this proposed model can boost the performance of time series prediction of both artificially generated time series and real world time series from the financial market. An experimental investigation is conducted with the introduced method with five different relevant time series and the results achieved are discussed and compared with previous results found in the literature, showing the robustness of the proposed approach.