This study reviews the study and experience of thermal deformation in machine tools. Discussing the thermal deformation models, which build by (1) moving average, (2) auto regression moving average. (3) feed-forward neural network and (4) recurrent neural network, also measuring the temperature and thermal deformation of the machine tools, take those four ways to build the thermal deformation model. Comparing predict results of four models to give the feasibility of the models of thermal deformation. The predicted results of four models, which can reduce thermal deformation effective, and beside FNN model, the other can reduce thermal deformation under 10μm.