In 5G networks, time-series data will be omnipresent for the monitoring and management of network performance metrics. With the increase in the number of Internet of Things (IoT) devices, it is expected that the number of real-time time-series data streams will increase at a fast pace, making forecasting essential for the proactive successful management of the network. In this article, we discuss to use both linear and non-linear forecasting methods, including machine learning, deep learning, and neural networks to improve 5G networks’ management. For this purpose, we design and implement a real-time distributed forecasting framework, used to make simultaneous predictions of different network performance metrics, and with different learning algorithms. By using our framework, we compare the use of forecasting methods in two network scenarios, in a real vehicular network and in a 4G network, representing two different slices in a 5G network. We also integrate our framework in a 5G architecture. Using the best forecasting models assessed previously, we propose a dynamic threshold algorithm for multi-slice management, to ensure that the resources of each slice are updated according to the slices’ needs, while avoiding congestion and saving resources for other slices. The experimental results show that it is possible to forecast the slices’ needs and congestion probability, selecting the best forecasting approach or an ensemble of the best ones, and act accordingly in the network to optimize its management.