In this paper, the Auto-Regressive Moving-Averaging (ARMA) neural networks (NNs) will be incorporated for predicting the differential Global Positioning System (DGPS) pseudorange correction (PRC) information. The neural network is employed to realize the time-varying ARMA implementation. Online training for real-time prediction of the PRC enhances the continuity of service on the differential correction signals and therefore improves the positioning accuracy. When the PRC signal is lost, the ARMA neural network predicted PRC would temporarily provide correction data with very good accuracy. Simulation is conducted for evaluating the ARMA NN based DGPS PRC prediction accuracy. A comparative performance study based on two types of ARMA neural networks, i.e. Back-propagation Neural Network (BPNN) and General Regression Neural Network (GRNN), will be provided.