Abstract: The invention claims an engine surge fault prediction system and method based on fusion neural network model, belonging to the technical field of time series data prediction. The system comprises a prediction module, used for generating prediction time series with a specified length through 3D structure time series data of the engine; a feature extraction module, used for extracting the local features of the prediction time series, semantic relations among data, and overall trend features of the series; a classification module, used for judging if there is a surge fault according to the local features of the prediction time series, semantic relations among data, and overall trend features of the series.