Comparative analysis of various neural network models was carried out for natural gas quality analysis. Based on the results of such analysis, it was concluded that recurrent neural networks are main statistical models in this problem. This paper considers a recurrent neural network with a more complex architecture. The neural network with gated recurrent unit is used in the discussed task in particular. The comparison of the main recurrent neural network models (simple recurrent neural network, recurrent neural network with long short-term memory, recurrent neural network with gated recurrent unit) is shown. Models accuracy characteristics are shown for analyzing the models performance.