We devise the 3 models of Multilayered Recurrent Prediction Neural Network(MLRPNN), which are obtained by modifying the Multilayered Perceptron(MLP) with 4 layers. We experimentally study the speech recognition performance of 3 models by a comparative method, according to the variation of the prediction order, the number of neurons in two hidden layers, initial values of connecting weights and transfer function, respectively. By the experiment, the recognition performance of each MLRPNN is better than that of MLP. At the model that returns the output of the upper hidden layer to the lower hidden layer, the recognition performance shows the best value. All MLRPNNs, which have 10 or 15 neurons in the upper and lower hidden layer and is predicted by 3rd or 4th order, show the improved speech recognition rate. On learning, these MLRPNNs have a better recognition rate when we set the initial weights between -0.5 and 0.5, and use the unipolar sigmoid transfer function in the lower hidden layer.