Advances in new technologies are allowing any field of real life to benefit from using these ones. Among of them, we can highlight the IoT ecosystem making available large amounts of information, cloud computing allowing large computational capacities, and Machine Learning techniques together with the Soft Computing framework to incorporate intelligence. They constitute a powerful set of tools that allow us to define Decision Support Systems that improve decisions in a wide range of real-life problems. In this paper, we focus on the agricultural sector and the issue of sustainability. We propose a methodology that, starting from times series data provided by the IoT ecosystem, a preprocessing and modelling of the data based on machine learning techniques is carried out within the framework of Soft Computing. The obtained model will be able to carry out inferences in a given prediction horizon that allow the development of Decision Support Systems that can help the farmer. By way of illustration, the proposed methodology is applied to the specific problem of early frost prediction. With some specific scenarios validated by expert farmers in an agricultural cooperative, the benefits of the methodology are illustrated. The evaluation and validation show the effectiveness of the proposal.