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Multimedia applications and particularly MPEG-coded video streams are becoming major traffic components in high speed networks. Traffic prediction is important in enhancing the reliable operation over these networks. However, MPEG video traffic exhibits periodic correlation structure and a complex bit rate distribution, making prediction difficult. Neural networks can effectively be used to overcome such problem. In the literature, the problem has been mostly evaluated using standard feed-forward neural networks. However, a significant improvement can be expected using different types of neural networks. In this paper, six separate neural network predictors (including feed-forward) that can predict the basic frame types of MPEG-4: I, P, and B are developed and evaluated using long entertainment and broadcast video sequences. The performance is also compared to the widely used linear predictor. Comparison with results published in a recent work is also presented.