We identified a set of methods for solving risk assessment problems by forecasting an incident of complex object security based on incident monitoring. The solving problem approach includes the following steps: building and training a classification model using the C4.5 algorithm, a decision tree creation, risk assessment system development, and incident prediction. The last system is a predicative self-configuring neural system that includes a SCNN (self-configuring neural network), an RNN (recurrent neural network), and a predicative model that allows for determining the risk and forecasting the probability of an incident for an object. We proposed and developed: a mathematical model of a neural system; a SCNN architecture, where, for the first time, the fundamental problem of teaching a perceptron SCNN was solved without a teacher by adapting thresholds of activation functions of RNN neurons and a special learning algorithm; and a predicative model that includes a fuzzy output system with a membership function of current incidents of the considered object, which belongs to three fuzzy sets, namely “low risk”, “medium risk”, and “high risk”. For the first time, we gave the definition of the base class of an object’s prediction and SCNN, and the fundamental problem of teaching a perceptron SCNN was solved without a teacher. We propose an approach to neural system implementation for multiple incidents of complex object security. The results of experimental studies of the forecasting error at the level of 2.41% were obtained.