Abstract: The recurrence of geomagnetic activities has provided the. possibility for the prediction. Aquantitative, computable. method--self--adaptive filtering, is introducedto forecast Kindex; its objective is, going with the filtering, to estimate and rectifythe model parameters (on--line) continuously by means of the new observations. Twoperiods July 14, 1984—Jan. 18, 1985 and Sept. 15, 1991--Mar.21, 1992 are selected for testing the method. The prediction precision is estimated by covariance(Cov) and standard variance (St). For the first period, Cov= 0.66, St = 4.74; thesecond is Cov = 0.79, St = 6.43. The results also indicate the significance of combining the various observations, forecaster's experience with the theoretical computations.