In recent years, there have been relevant advances in precision beekeeping. These advances are mainly focused on proposing sensor systems that collect crucial information for bee welfare, creating integrated architectures that allow beekeepers to monitor the current state of their hive through real-time data. However, there is a lack of predictive models that would allow beekeepers to anticipate specific events that endanger bee welfare and lead to a decline in productivity. Specifically, predictive approaches accounting for the high correlation among internal variables of beehives have not been developed to date. To address this research gap, multivariate predictive models, including auto-regressive state-space and time series models, have been implemented and applied to four different hives from the we4bee project. These models aim to predict the internal variables of beehives (four different temperatures, humidity, and weight) by utilizing the meteorological conditions to which the hives are exposed. A cross-validation adapted to time series data was employed for model generalization assessment. Prediction models based on vector time series exhibited superior performance in forecasting internal hive variables compared to multivariate auto-regressive state-space models. Overall, the approach based on the vector error correction model yielded the best balance between fit, prediction, and computational cost. The VEC-based approach produces predictions with maximum mean absolute errors of 177 (312)g in weight, 3.366 (3.802)% in humidity, and 1.122 (1.685)°C in temperature at 1 (3)-days ahead when dealing with beehives exhibiting a high degree of correlation in their internal variables. Moreover, the VEC-based approach requires less than a second to perform the time series fitting process, which makes it particularly interesting for application in big data environments. The integration of such models into a decision support system would meet the need of beekeepers to anticipate potential threats to the welfare of their bee colonies, streamlining their monitoring processes while eliminating the need for continuous inspections.