Rainfall forecast is necessary for many aspects of regional management. Prediction of rainfall is useful for reducing negative impacts caused by the intensity of rainfall, such as landslides, floods, and storms. Hence, a rainfall forecast with good accuracy is needed. Many rainfall forecasting models have been developed, including the adaptive Holt-Winters exponential smoothing method and the Recurrent Neural Network (RNN) method. The research aimed to compare the result of forecasting between the Holt-Winters adaptive exponential smoothing method and the Recurrent Neural Network (RNN) method. The data were monthly rainfall data in Malang City from January 1983 to December 2019 obtained from a website. Then, the data were divided into training data and testing data. Training data consisted of rainfall data in Malang City from January 1983 to December 2017. Meanwhile, the testing data were rainfall data in Malang City from January 2018 to December 2019. The comparison result was assessed based on the values of Root Mean Squared Error (RMSE) and Mean Absolute Percentage Error (MAPE). The result reveals that the RNN method has better RMSE and MAPE values, namely RMSE values of 0,377 and MAPE values of 1,596, than the Holt-Winter Adaptive Exponential Smoothing method with RMSE values of 0,500 and MAPE values of 0,620. It can be concluded that the non-linear model has better forecasting than the linear model. Therefore, the RNN model can be used in modeling and forecasting trend and seasonal time series
