Resumen: Artificial intelligence and machine learning techniques are currently a very hot topic, and recent advances in the field have raised hopes, doubts and fear in society. These techniques are useful for tackling several types of problems like classification, regression, generation of content or forecasting. The focus of this work was set on forecasting time series, which plays an important role in different areas such as business, weather or economics providing insights into future trends or outcomes. The objective was to a study how recurrent neural networks perform when forecasting future steps of time series, by working with different sets of data of increasing complexity. A proof of concept was made working with one-dimensional data of the sum of two waves and some noise. Different types of neurons and architectures were used to compare performance in different scenarios. Next, the study was continued using data from a 3D chaotic system (the Lorenz Attractor), and finally it was attempted to apply these techniques to real business data.