An accurate air-temperature prediction can provide the energy consumption and system load in advance, both of which are crucial in HVAC (heating, ventilation, air conditioning) system operation optimisation as a way of reducing energy losses, operating costs, as well as pollution and dust emissions while maintaining residents’ thermal comfort. This article presents the results of an outdoor air-temperature time-series prediction for a multifamily building with the use of artificial neural networks during the heating period (October–May). The aim of the research was to analyse in detail the created neural models with a view to select the best combination of predictors and the optimal number of neurons in a hidden layer. To meet that task, the Akaike information criterion was used. The most accurate results were obtained by MLP 3-3-1 (r = 0.986, AIC = 1300.098, SSE = 4467.109), with the ambient-air-temperature time series observed 1, 2, and 24 h before the prognostic temperature as predictors. The AIC proved to be a useful method for the optimum model selection in a machine-learning modelling. What is more, neural network models provide the most accurate prediction, when compared with LR and SVR. Additionally, the obtained temperature predictions were used in HVAC applications: entering-water temperature and indoor temperature modelling.