In order to further improve the accuracy of time series forecasting, this article proposes a combined prediction model based on four traditional prediction models: GM(1,N), BP neural network, partial least squares regression (PLSR), and triple exponential smoothing (TRIX). The combined prediction model is constructed using quadratic nonlinear programming, while the dynamic weighted combined prediction model is constructed using the reciprocal of variance method. Empirical results show that the combined prediction models effectively mitigate the limitations of the four individual models and exhibit good predictive performance. Among them, the dynamic weighted combined prediction model, compared to the fixed weighted combined prediction model, is more suitable for time series data as the weights have time-varying characteristics.