This paper briefly discusses apparent randomness in stock market time serials first; it may be due to chaotic behavior of a nonlinear but deterministic system. It is possible to make short term prediction by using the determinism. This is done by making full use of the advantages of wavelet transform time frequency localization, the paper proposed an improved wavelet network structure, and the model for stock market prediction was considered. It can be seen from the example that this method can effectivel...