The authors aim is to present a methodology based on neural networks that takes into consideration seasonal fluctuations when equalizing time series by using the Czech crown and Chinese yuan as examples. The analysis is conducted using daily information on the Czech crown/Chinese yuan exchange rate over a period of more than nine years. Statistica software, version 12 by Dell Inc. is used to process the input data and, subsequently, to generate multi-layer perceptron networks and radial basis function neural networks.