Malaria is the leading cause of illness and death in Sudan. The entire population is at risk of malaria epidemics with a very high burden on government and population. The usefulness of forecasting methods in predicting the number of future incidences is needed to motivate the development of a system that can predict future incidences. The objective of this paper is to develop applicable and understood time series models and to find out what method can provide better performance to predict future incidences level. We used monthly incidence data collected from five states in Sudan with unstable malaria transmission. We test four methods of the forecast: (1) autoregressive integrated moving average (ARIMA); (2) exponential smoothing; (3) transformation model; and (4) moving average. The result showed that transformation method performed significantly better than the other methods for Gadaref, Gazira, North Kordofan, and Northern, while the moving average model performed significantly better for Khartoum. Future research should combine a number of different and dissimilar methods of time series to improve forecast accuracy with the ultimate aim of developing a simple and useful model for producing reasonably reliable forecasts of the malaria incidence in the study area.
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