Abstract: The focus in this work is to assess which method
allows a better forecasting of malaria cases in Bujumbura ( Burundi)
when taking into account association between climatic factors and
the disease. For the period 1996-2007, real monthly data on both
malaria epidemiology and climate in Bujumbura are described and
analyzed. We propose a hierarchical approach to achieve our
objective. We first fit a Generalized Additive Model to malaria cases
to obtain an accurate predictor, which is then used to predict future
observations. Various well-known forecasting methods are compared
leading to different results. Based on in-sample mean average
percentage error (MAPE), the multiplicative exponential smoothing
state space model with multiplicative error and seasonality performed
better.