In the context of a military conflict, it is growing the number of people who are in difficult life circumstances and need state assistance. Therefore, the issue of forecasting spending on social protection and social security is becoming increasingly relevant. The aim of the paper is to consider modern methods of analyzing and forecasting time series and propose their application to determine the need for spending on social protection and social security. The article provides a brief overview of regression models, their advantages and features of use for analyzing and predicting nonlinear and linear processes described by time series of statistical indicators used in the population social protection system. The paper offers a combination of predictions that can be made based on locally linear and nonlinear models, such as threshold autoregression (TAR) and exponential autoregression (ExAR), which have known quality characteristics. This approach primarily concerns time series that contain data on structural changes in the analyzed processes. Using combined predictions, it is possible to estimate the contribution of each component for both different and selected time points using variable weights. To build forecasts, depending on the scenario of distribution of social protection and social security expenditures, it is proposed to use Bayes networks. Their advantages are flexibility, high quality of results, the possibility of structural and parametric optimization and adaptation to new data and conditions, support for quality assessment by appropriate sets of statistical criteria, which makes it possible to analyze thoroughly intermediate and final results. It helps to increase the adequacy of models and the high quality of the final result of their application.