Question

I have a vector of values corresponding to the measured data and I want to predict the next values. How can I do that? I know that is possible with Kalman filter but it might be an easier way to do. Here is a plot of the data and I want to predict next values:

Answer 1

Try exponential smoothing, e.g., double exponential smoothing or Holt-Winters method. Basically you try to learn the trend of the data.

I have some sample python code in this post.

On the other hand, if you know the movement/observation model of the underline variable, for sure, kalman will give you much better predictions as @tomasz74 pointed out.