Wire Electrical Discharge Machining (WEDM) is a specialized thermal machining process capable of accurately machining parts with varying hardness or complex shapes, which have sharp edges that are very difficult to be machined by the main stream machining processes. This study outlines the development of model and its application to estimation of machining performances using Multiple Regression Analysis (MRA), Group Method Data Handling Technique (GMDH) and Artificial Neural Network (ANN). Experimentation was performed as per Taguchi's L' 16 orthogonal array. Each experiment has been performed under different cutting conditions of pulse-on, pulse-off, current and bed speed. Among different process parameters voltage and flush rate were kept constant. Molybdenum wire having diameter of 0.18 mm was used as an electrode. Three responses namely accuracy, surface roughness, volumetric material removal rate have been considered for each experiment. Estimation and comparison of responses was carried out using MRA, GMDH and ANN.