The neutral network forecasting model based on the phase space reconstruction was proposed. First, through reconstructing the phase space, the time series of single variable was done excursion and expanded into multi- dimension series which included the ergodic information and more rich information could be excavated. Then, on the basis of the embedding dimension of the time series, the structure form of neutral network was constructed, of which the node number in input layer was the embedding dimension of the time series minus 1, and the node number in output layers was 1. Finally, as an example,the model was applied for water yield of mine forecasting. The result shows that the model has good fitting accuracy and forecasting precision.
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