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The ability to accurately predict the operation of a particular mechanism and, on the basis of this, estimate the equipment life is a very important task. The amount of losses of the enterprise can depend on such study, as well as the health of many people whose lives depend on the health of the working installation. As part of this work, the main time series models were considered and the most suitable for the study was selected. The operation of a gas turbine plant was studied and a forecast was made. On the basis of the study, linear regression, ARIMA and moving average models were built and evaluated.