Abstract The chapter that focuses on methodology describes the structure of the data that provide a background for the research. Specifically, these are monthly data concerning the volume of export, import, and balance of trade between Russia and the Czech Republic for a specific period, or more precisely, for more than 27 years. In addition to the specification of the data set, this chapter also describes the methods used and the process based on which the results are obtained. As the main tool, the method of artificial neural networks is used, specifically, the multilayer perceptron (MLP) as one of the most commonly used networks in practice, and one of the latest models of neural networks, a three-layer feedforward neural network RBF.