This study presents a modified vector autoregression (VAR) method for forecasting the quality metrics of overlay channels. The modification involves the introduction of weighted coefficients for time series quantiles, with two distinct approaches proposed for calculating these weights: exponential weighting (EVAR) and linear weighting (LVAR). Experimental results demonstrate that the proposed method improves prediction accuracy by 2.6% to 25.2% compared to classical AR and VAR methods, albeit at the expense of higher computational complexity.
