The poster presents the author's technique of building intelligent forecasting system based on artificial intelligence methods and statistics. The system makes a prediction for a few periods ahead. Also, the system has a unit identification periods speculative growth in the financial market. In many countries of the world are constantly inflate and deflate "financial bubbles". All this may lead to a new crisis, and therefore, every day, analysts analyze markets, provide various projections, trying to do everything possible to prevent negative consequences. This poster analyzes the model of bubbles. The main part of the work is the construction of the author's system of forecasting and identification.