The paper describes a method of using evolutionary computation technique for parameter optimisation of evolving connectionist systems (ECOS) that operate in an online, life-long learning mode. ECOS evolve their structure and functionality from an incoming stream of data in either a supervised-, or/and in an unsupervised mode. The algorithm is illustrated on a case study of predicting a chaotic time-series that changes its dynamics over time. With the on-line parameter optimisation of ECOS, a faster adaptation and a better prediction is achieved. The method is practically applicable for real time applications.