A new model is given by analyzing the different decomposition parts of the time series . the model called time series decomposition and reconstruction model is based on wavelet analysis . also , a new method of forecasting with wavelets is proposed 针对经济时间序列的特点,研究了时间序列在小波变换下的不同分解成分,提出了基于小波分析的时间序列分解及重构模型;在此基础上,给出了小波预测方法。