Yes and no. You can certainly develop your own AI system, however, a lot of people in the development community strongly advise against doing so. The reason is that it is not easy to develop a truly useful AI, and you may spend a lot of time and effort on something that will not necessarily even work. If you do decide to go through with this, there is a chance that you might end up developing something that will be able to function as an AI, but it won't be an aesthetically pleasing AI - it will be something that looks like an AI, but will not behave or work like one.