In the recent years, intelligent methods as artificial neural networks are successfully applied for data analysis from different fields of the geosciences. One of the encountered practical problems is the availability of gaps in the time series that prevent their comprehensive usage for the scientific and practical purposes. The article briefly describes two types of the artificial neural network (ANN) architectures ‐ Feed‐ Forward Backpropagation (FFBP) and recurrent Echo state network (ESN). In some cases, the ANN can be used as an alternative on the traditional methods, to fill in missing values in the time series. We have been conducted several experiments to fill the missing values of daily sea levels spanning a 5‐years period using both ANN architectures. A multiple linear regression for the same purpose has been also applied. The sea level data are derived from the records of the tide gauge Burgas, which is located on the western Black Sea coast. The achieved results have shown that the performance of ANN models is better than that of the classical one and they are very promising for the real‐time interpolation of missing data in the time series.
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