In this study, different approaches to the multivariate calibration of the vapors of two refrigerants are reported. As the relationships between the time-resolved sensor signals and the concentrations of the analytes are nonlinear, the widely used partial least-squares regression (PLS) fails. Therefore, different methods are used, which are known to be able to deal with nonlinearities present in data. First, the Box-Cox transformation, which transforms the dependent variables nonlinearly, was applied. The second approach, the implicit nonlinear PLS regression, tries to account for nonlinearities by introducing squared terms of the independent variables to the original independent variables. The third approach, quadratic PLS (QPLS), uses a nonlinear quadratic inner relationship for the model instead of a linear relationship such as PLS. Tree algorithms are also used, which split a nonlinear problem into smaller subproblems, which are modeled using linear methods or discrete values. Finally, neural networks are applied, which are able to model any relationship. Different special implementations, like genetic algorithms with neural networks and growing neural networks, are also used to prevent an overfitting. Among the fast and simpler algorithms, QPLS shows good results. Different implementations of neural networks show excellent results. Among the different implementations, the most sophisticated and computing-intensive algorithms (growing neural networks) show the best results. Thus, the optimal method for the data set presented is a compromise between quality of calibration and complexity of the algorithm.