At the present day a discrepancy between theory and practice of the solving of analytical problems becomes obvious. On the one hand, development level of the solving methods of applied problems and fuzzy technology rises every year. On the other hand, analysts'' majority prefers to use descriptions of systems and processes with help of probabilities and fuzzy sets. Force of new methods remains without attention. In this book we have described briefly our view on one of parts of fuzzy technology, in particular, on use of fuzzy measures in fundamentally new algorithms of the solving of typical problems of evaluating, classifying and forecasting. We have considered in details several models of analytical problems with examples out from our practice, including two reports concerning markets research. In the end of the book we have briefly described the software which has been used at the solving of these problems. In the book we have given the reference to download the restricted version of software "Fuzzy for Excel". The book can be useful to students and professionals in the field of the systems analysis, and also forecasting of economic and social processes.