In one embodiment, a Kalman filter based capacity forecasting method includes acquiring a capacity time sequence of an object to be forecasted; establishing a dynamical model for the capacity time sequence, and extracting a state transition parameter and a process noise parameter of the dynamical model; performing Kalman filter estimation on the capacity time sequence by using the state transition parameter and the process noise parameter to generate at least one state characteristic signal; segmenting the capacity time sequence according to the at least one state characteristic signal, and determining at least one corresponding segmentation point; and forecasting the capacity at future time according to the at least one segmentation point determined in the capacity time sequence. By adopting the technical solutions of the invention, accurate forecasting of the capacity growth is achieved, to facilitate operation and maintenance personnel making a reasonable capacity expansion plan.