Abstract: As one of the important foundation of national economy, fishery is necessary to forecast. In this paper, the time series ARIMA model is used to predict the total output value of fishery, and the error analysis is made based on the model prediction results. Considering the effect of inflation on the prediction model, the model is optimized by using CPI index. Taking the total fishery output value of Jiangsu province as an example, the data from 1995 to 2014 were taken as training samples, and the model was established and optimized with CPI index. The data from 2015 to 2018 were taken as test samples, the results show that the optimization model had good prediction effect.

Key words: total fishery output value, ARIMA model, CPI index