Regression analysis, in statistic a modelling, is a set of statical processes that can be used to estimate the relationship between a dependent variable, commonly known as the outcome or response, and more independent variables generally called predictors of covariant. On the other hand, autoregression, which is based on regression equations, is a sequential model that uses time to predict the next step data from the previous step. Given the importance of accurate modelling and reliable predictions. in this paper we have analyzed the most popular methods used for data prediction. Nonlinear autoregressive methods were introduced, and then the machine deep learning approach was used to apply prediction based on a selected input data set. The mean square error was calculated for various artificial neural networks architecture to reach the optimal architecture, which minimized the error. Different artificial neural network (ANN) architectures were trained, tested, and validated using various regressive models, a recommendation was raised according to the obtained and analyzed experimental results. It was shown that using the concepts of machine deep learning will enhance the response of the prediction model.