The increasingly severe network security situation brings unanticipated challenges to mobile networking. Traditional HMM (Hidden Markov Model) based algorithms for predicting the network security are not accurate, and to address this issue, a weighted HMM based algorithm is proposed to predict the security situation of the mobile network. The multiscale entropy is used to address the low speed of data training in mobile network, whereas the parameters of HMM situation transition matrix are also optimized. Moreover, the autocorrelation coefficient can reasonably use the association between the characteristics of the historical data to predict future security situation. Experimental analysis on DARPA2000 shows that the proposed algorithm is highly competitive, with good performance in prediction speed and accuracy when compared to existing design.