As a public service, municipal waste management at the local and regional levels should be carried out in an environmentally friendly and economically justified manner. Information on the quantity and composition of generated municipal waste is essential for planning activities related to the implementation and optimization of the process. There is a need for reliable forecasts regarding the amount of waste generated in each area. Due to the variability in the waste accumulation rate, this task is difficult to accomplish, especially at the local level. The literature contains many reports on this issue, but there is a lack of studies indicating the preferred method depending on the independent variables, the complexity of the algorithm, the time of implementation, and the quality of the forecast. The results concerning the quality of forecasting methods are difficult to compare due to the use of different sets of independent variables, forecast horizons, and quality assessment indicators. This paper compares the effectiveness of selected forecasting models in predicting the amount of municipal waste collection generated in Polish municipalities. The authors compared nine methods, including artificial neural networks (ANNs), support regression trees (SRTs), rough set theory (RST), multivariate adaptive regression splines (MARS), and random regression forests (RRFs). The analysis was based on 31 socioeconomic indicators for 2451 municipalities in Poland. The Boruta algorithm was used to select significant variables and eliminate those with little impact on forecasting. The quality of the forecasts was evaluated using eight indicators, such as the absolute percentage error (MAPE), mean absolute error (MAE), and coefficient of determination (R2). A comprehensive evaluation of the forecasting models was carried out using the APEKS method. An analysis of the results showed that the best forecasting methods depended on the set of independent variables and the evaluation criteria adopted. Waste management expenditures, the levels of sanitation and housing infrastructure, and the cost-effectiveness of waste management services were key factors influencing the amount of municipal waste. Additionally, this research indicated that adding more variables does not always improve the quality of forecasts, highlighting the importance of proper selection. The use of a variable selection algorithm, combined with the consideration of the impact of various socioeconomic factors on municipal waste generation, can significantly improve the quality of forecasts. The SRT, CHAID, and MARS methods can become valuable tools for predicting municipal waste volumes, which, in turn, will help to improve waste management system.