Abstract: The paper is devoted to the problem of forecasting financial expenses for insurance claims. We consider the forecasting methods and models. The algorithm prediction based on autoregressive time series. The paper considered by the autoregression model, autoregression model with moving average and autoregression model with trend. In consequence of research, information-analytic system for forecasting financial processes was built.
Keywords: time series, autoregression, trend, forecast, modelling, financial process, moving average.