Two nonlinear regression methods, Bayesian neural network (BNN) and support vector regression (SVR), and linear regression (LR), were used to forecast the tropical Pacific sea surface temperature (SST) anomalies at lead times ranging from 3 to 15 months, using sea level pressure (SLP) and SST as predictors. Datasets for 1950Datasets for -2005Datasets for and 1980Datasets for -2005 were studied, with the latter period having the warm water volume (WWV) above the 20• C isotherm integrated across the equatorial Pacific available as an extra predictor. The forecasts indicated that the nonlinear structure is mainly present in the second PCA (principal component analysis) mode of the SST field. Overall, improvements in forecast skills by the nonlinear models over LR were modest. Although SVR has two structural advantages over neural network models, namely (a) no multiple minima in the optimization process and (b) an error norm robust to outliers in the data, it did not give better overall forecasts than BNN. Addition of WWV as an extra predictor generally increased the forecast skills slightly; however, the influence of WWV on SST anomalies in the tropical Pacific appears to be linear.