DHS (District Heating System) is one of the most efficient technologies which has been used to meet residential thermal demand. In this study, the most accurate forecasting of the residential heating demand is investigated via soft computing method. The objective of this study is to obtain the most accurate prediction of the residential heating consumption to employ forecasting result for designing optimum DHS system as a possible substitute of a pipeline natural gas in BAHARESTAN Town. For this purpose, three Support Vector Machine (SVM) models namely SVM coupled with the discrete wavelet transform (SVM-Wavelet), the firefly algorithm (SVM-FFA) and using the radial basis function (SVM-RBF) were analyzed. The estimation and prediction results of these models were compared with two other soft computing methods (ANN (Artificial Neural Network) and GP (Genetic programming)) by using three statistical indicators i.e. RMSE (root means square error), coefficient of determination (R-2) and Pearson coefficient (r). Based on the experimental outputs, the SVM-Wavelet method can lead to slightly accurate forecasting of the monthly overall natural gas demand. (C) 2015 Elsevier Ltd. All rights reserved.