Predicting cyclone tracks in the Indian Ocean has been a challenging problem. In this paper, we used past 12 hours of observations (2 positions, at 6 hourly intervals and the present position) to predict the position of a cyclone 24 hours in advance in terms of latitude and longitude. For this purpose we adopted an artificial neural network approach using 32 years (1971--2002) of tropical cyclone best track analysis over the Indian Ocean. The mean absolute error between the estimated and actual latitude (longitude) is 0.75 (0.87) degrees with correlation coefficient of 0.98 (0.99) for the prediction data set that was not used for developing the model. The mean error of estimation of the distance between the best track and the predicted positions is 137.5 km. Forecasts for 12, 36, 48, 60 and 72 hours were also attempted.