A METHOD OF INCREMENT SIGNS FORECASTING OF TIME SERIES
As of today, there is no universal method to solve the problem of short-term forecasting of signs of time series increase that would fully meet objectives of a forecaster, analyst or investor, in terms ofthe necessary accuracy of forecasts, regardless of the structure of time series.The article suggests the method of forecasting of signs of time series increase, based on the use of combined models of selective type in complex, which consist of indicators of unstable average, and pre-clustering time series according to the method K- of nearest neighbors.The suggested method can be used as a component of informa- tion forecasting systems, in particular those, which are used in the foreign exchange market to improve the accuracy of forecasting of signs of time series increase one point ahead