In this study we predict air pollution data by using Multi Layer Percepteron, Time Delay Line, Gamma and ANFIS by gradient free learning methods. This paper, using real data for Arak city during Oct 2003, the following pollution parameters are analysed: Co (Carbon Monoxide), PM10 (Particulate Matter).This analysis is carried out in two stages: Predictability analysis using Lyapanov, Exponent, Correlation Dimension and Rescaled Range Analysis (R/S), Prediction using Multi layer perceptron, Time delay line, Gamma and ANFIS. Also, a comparative study is performed using the different methods employed and prediction results are provided to show the effectiveness of the predictions.