This work is devoted to synthesis of adaptive hybrid systems based on the Computational Intelligence (CI) methods (especially artificial neural networks (ANNs)) and the Group Method of Data Handling (GMDH) ideas to get new qualitative results in Data Mining, Intelligent Control and other scientific areas. The GMDH-artificial neural networks (GMDH-ANNs) are currently well-known. Their nodes are two-input N-Adalines. On the other hand, these ANNs can require a considerable number of hidden layers for a necessary approximation quality. Introduced Q-neurons can provide a higher quality using the quadratic approximation. Their main advantage is a high learning rate. Universal approximating properties of the GMDH-ANNs can be achieved with the help of compartmental R-neurons representing a two-input RBFN with the grid partitioning of the input variables' space. An adjustment procedure of synaptic weights as well as both centers and receptive fields is provided. At the same time, Epanechnikov kernels (their derivatives are linear to adjusted parameters) can be used instead of conventional Gauss functions in order to increase a learning process rate. More complex tasks deal with stochastic time series processing. This kind of tasks can be solved with the help of the introduced adaptive W-neurons (wavelets). Learning algorithms are characterized by both tracking and smoothing properties based on the quadratic learning criterion. Robust algorithms which eliminate an influence of abnormal outliers on the learning process are introduced too. Theoretical results are illustrated by multiple experiments that confirm the proposed approach's effectiveness.