Аннотация:The task of time series prediction is to find out what will happen next in a series of events. The article contains a review of both traditional and deep learning methods for time series prediction, together with necessary definitions and the theory behind them. This review provides the basis for the choice of methods and models in the hybrid intelligent forecasting system “Horizon” being developed at the Plekhanov Russian University of Economics and may be helpful for model selection in other applications of time series prediction.