This work is devoted to the analysis and forecasting of the main indicators of the Russian stock market ‒ the indices of the Russian Trading System and the Moscow Interbank Currency Exchange. Autoregressive models with distributed lags describing the behavior of these indices are constructed. On the basis of the proposed models, a retrospective forecasting of the stock market indicators was made, allowing to determine the accuracy of the received forecasts.
The input of our scheme includes the results of several operative hydrodynamic weather forecasting schemes with lead-time 3-5 days. It uses also the archives of these forecasts and the measurements in ~2200 cities of Russia, Belarus, and republics of Central Asia.
The output of our scheme: forecast wind velocity (including possible wind gusts) for lead-times up to 3 days. The results of our operative scheme are demonstrated on the site of the Hydrometeorological Center of Russia at 8.30 am and pm Moscow time. The list of input hydrodynamic schemes may be varied. The exactness of the submitted scheme is preferable with respect to input hydrodynamic schemes. The evaluations of the various schemes’ error for 2014-2016 y. are demonstrated.