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Objective the aim of the present study was to compare the effectiveness of three approaches [the seasonal auto-regressive integrated moving average (SARIMA) model, the nonlinear autoregressive exogenous (NARX) artificial neural networks and Wood's model] to the prediction of milk yield during lactation. Methods the dataset comprised monthly test-day records from 965 Polish Holstein-Friesian Black-and-White primiparous cows. The milk yields from cows in their first lactation (from 5 to 305 days in milk) were used. Each lactation was divi