The prediction of a stall precursor in an axial compressor is the basic guarantee to the stable operation of an aeroengine. How to predict and intelligently identify the instability of the system in advance is of great significance to the safety performance and active control of the aeroengine. In this paper, an aerodynamic system modeling method combination with the wavelet transform and gray wolf algorithm optimized support vector regression (WT-GWO-SVR) is proposed, which breaks through the fusion technology based on the feature correlation of chaotic data. Because of the chaotic characteristic represented by the sequence, the correlation-correlation (C-C) algorithm is adopted to reconstruct the phase space of the spatial modal. On the premise of finding out the local law of the dynamic system variety, the machine learning method is applied to model the reconstructed low-frequency components and high-frequency components, respectively. As the key part, the parameters of the SVR model are optimized by the gray wolf optimization algorithm (GWO) from the biological view inspired by the predatory behavior of gray wolves. In the definition of the hunting behaviors of gray wolves by mathematical equations, it is superior to algorithms such as differential evolution and particle swarm optimization. In order to further improve the prediction accuracy of the model, the multi-resolution and equivalent frequency distribution of the wavelet transform (WT) are used to train support vector regression. It is shown that the proposed WT-GWO-SVR hybrid model has a better prediction accuracy and reliability with the wavelet reconstruction coefficients as the inputs. In order to effectively identify the sign of the instability in the modeling system, a wavelet singular information entropy algorithm is proposed to detect the stall inception. By using the three sigma criteria as the identification strategy, the instability early warning can be given about 102r in advance, which is helpful for the active control.