Tehran University of Medical Sciences Journal of Biostatistics and Epidemiology 2383-4196 1 3/4 2015 10 19 86 92 EN Mohammad Moqaddasi-Amiri Research Center for Modeling and Health, Institute for Futures Studies in Health, Department of Epidemiology and Biostatistics, School of Public Health, Kerman University of Medical Sciences, Kerman, Iran Abbas Bahrampour Research Center for Modeling and Health, Institute for Futures Studies in Health, Department of Epidemiology and Biostatistics, School of Public Health, Kerman University of Medical Sciences, Kerman, Iran 2015 10 13 2015 10 13 Background & Aim: One of the common used models in time series is auto regressive integrated moving  average (ARIMA)  model.  ARIMA  will  do modeling  only  linearly.  Artificial  neural networks (ANN) are modern methods that be used for time series forecasting.  These models can identify non-linear relationships  among data. The breast cancer has the most mortality of cancers among women. The aim of this study was fitting the both ARIMA and ANNs models on the breast cancer mortality and comparing the accuracy of those in parameter estimating and forecasting. Methods & Materials: We used the mortality of breast cancer data for comparing two models. The data are the number of deaths caused by breast cancer in 105 months in Kerman province. Each of ARIMA and ANNs models is fitted and chose the best one of each method separately, with some diagnostic criteria. Then, the performance of them is compared a minimum of mean squared error and mean absolute error. Results: This comparison shows that the performance of ANNs models in parameter estimating and forecasting is better than ARIMA model. Conclusion:  It  seems  that  the  breast  cancer  mortality  has  a  non-linear pattern,  and  the  ANNs approach can be more useful and more accurate than ARIMA method. https://jbe.tums.ac.ir/index.php/jbe/article/view/3 https://jbe.tums.ac.ir/index.php/jbe/article/download/3/27