Is there any way to create some AI with Arduino?
If for IA you mean just decisions based on some inputs (sensors), yes.
The main problem on that kind of applications is the memory. The Arduino has a limited quantity of flash and Ram. Really limited.
A way to improve it, is to have a Web server and use the Arduino to send the data to your server over a WiFi module.
As said, the only limit on Arduino is the memory.