Co and Boosarawongse [3] forecast Thai rice export by comparing the Exponential Smoothing model and the Autoregressive Integrated Moving Average (ARIMA) model with Artificial Neural Networks (ANNs) model. The result is shown as follows. Mean Absolute Percentage Error (MAPE) of the Back- propagation Neural Networks (BNP) model is less than MAPE of Holts-Winters and Box-Jenkins model.