Air pollution is a paramount issue, influenced by a combination of natural and anthropogenic sources, various diffusion modes, and profound repercussions for the environment and human health. Herein, the power of time series data becomes evident, as it proves indispensable for capturing pollutant concentrations over time. These data unveil critical insights, including trends, seasonal and cyclical patterns, and the crucial property of stationarity. Brescia, a town located in Northern Italy, faces the pressing challenge of air pollution. To enhance its status as a smart city and address this concern effectively, statistical methods employed in time series analysis play a pivotal role. This article is dedicated to examining how ARIMA and LSTM models can empower Brescia as a smart city by fitting and forecasting specific pollution forms. These models have established themselves as effective tools for predicting future pollution levels. Notably, the intricate nature of the phenomena becomes apparent through the high variability of particulate matter. Even during extraordinary events like the COVID-19 lockdown, where substantial reductions in emissions were observed, the analysis revealed that this reduction did not proportionally decrease PM2.5 and PM10 concentrations. This underscores the complex nature of the issue and the need for advanced data-driven solutions to make Brescia a truly smart city.