Abstract
Forecasting of future behavior of time series is one of the important subjects in statistical sciences, because of its important need in different areas of life. Interest in forecasting had increased in the recent years, and some new techniques in the field of computer science, like Artificial Neural Networks (ANN), had appeared. These techniques have the ability learning and self- adaptation with any model, and don’t need assumptions on the nature of time series. On the other hand the classical forecasting methods, like Box-Jenkins method, need hard conditions. Hence, the need for a comparison between classical methods in forecasting of time series with ANN technique arose.