本文阐明了时间序列预报控制的特点和基本原理；提出了在实现误差自动补偿的闭环系统中对测得的时间序列进行修正的方法。在建立的时序数学模型中考虑了机床加工中的确定性误差和随机误差。数学模型中的参数是时变的，以使加工误差最小化。文中提出了对多轴自动机床加工精度实行预报控制的方法、分析了数学模型和预报公式，并对采用时序预报控制的明显效果作了对比说明。 This paper clarifies the characteristics and basic principles of time series forecasting control and proposes a method to correct the measured time series in a closed-loop system that implements automatic error compensation. In the established mathematical model of time series, deterministic errors and random errors in machining are taken into account. The parameters in the mathematical model are time-varying to minimize machining errors. In this paper, a method of forecasting and controlling the machining precision of multi-axis automatic machine tools is proposed. The mathematical model and prediction formula are analyzed, and the obvious effect of using time series forecast control is illustrated.