Based on Beijing’s Air Quality Index (AQI) and concentration changes of the six major pollutants from 2019 to 2021, the results are visualized through descriptive statistics, and the air pollution status and influencing factors of Beijing’s AQI are analyzed using the ARIMA model and neural network. A forecast system is built and the fitting effects of the two models are compared. The results show that PM2.5, PM10, and O3 of the six major pollutants have the greatest impact on AQI. Beijing’s air quality now shows a trend of improvement in recent years; however, there is obvious seasonal evidence that the summer pollution index has been high. Therefore, special attention should be paid to the treatment of ozone pollution in summer. Both models are useful for the forecast of AQI, but the forecast effect of the neural network model is better than that of the ARIMA model. Moreover, when using the additive seasonal model for the long-term forecast of monthly data, it is found that the Beijing AQI still shows seasonal cyclicality and has a slightly decreasing trend in the next two years. This research provides a basis for the forecast of air quality and policy enlightenment for environmental protection departments to deal with air pollution.