The main aim of this paper is to predict NO and NO2 concentrations four days in advance comparing two artificial intelligence learning methods, namely, Multi-Layer Perceptron and Support Vector Machines on two kinds of spatial embedding of the temporal time series. Hourly values of NO and NO2 concentrations, as well as meteorological variables were recorded in a cross-road monitoring station with heavy traffic in Szeged in order to build a model for predicting NO and NO2 concentrations several hours in advance. The prediction of NO and NO2 concentrations was performed partly on the basis of their past values, and partly on the basis of temperature, humidity and wind speed data. Since NO can be predicted more accurately, its values were considered primarily when forecasting NO2. Time series prediction can be interpreted in a way that is suitable for artificial intelligence learning. Two effective learning methods, namely, Multi-Layer Perceptron and Support Vector Regression are used to provide efficient non-linear models for NO and NO2 times series predictions. Multi-Layer Perceptron is widely used to predict these time series, but Support Vector Regression has not yet been applied for predicting NO and NO2 concentrations. Grid search is applied to select the best parameters for the learners. To get rid of the curse of dimensionality of the spatial embedding of the time series Principal Component Analysis is taken to reduce the dimension of the embedded data. Three commonly used linear algorithms were considered as references: one-day persistence, average of several-day persistence and linear regression. Based on the good results of the average of several-day persistence, a prediction scheme was introduced, which forms weighted averages instead of simple ones. The optimization of these weights was performed with linear regression in linear case and with the learning methods mentioned in non-linear case. Concerning the NO predictions, the non-linear learning methods give significantly better predictions than the reference linear methods. In the case of NO2 the improvement of the prediction is considerable; however, it is less notable than for NO.