This chapter gives a summary of the state-of-the-art approaches from different research fields that can be applied to continuously forecast future developments of time series data streams. More specifically, the input time series data contains continuously monitored metrics that quantify the amount of incoming workload units to a self-aware system. It is the goal of this chapter to identify and present approaches for online workload forecasting that are required for a self-aware system to act proactively—in terms of problem prevention and optimization—inferred from likely changes in their usage. The research fields covered are machine learning and time series analysis. We describe explicit limitations and advantages for each forecasting method.