  We investigated the quality of forecasting of fractional Brownian motion, and
new method for estimating of Hurst exponent is validated. Stochastic model of
the time series in the form of converted fractional Brownian motion is
proposed. The method of checking the adequacy of the proposed model is
developed and short-term forecasting for temporary data is constructed. The
research results are implemented.in software tools for analysis and modeling of
time series.
