In order to solve dynamic multi-objective optimization problem(DMOPs), a dynamic multi-objective evolutionary algorithm based on Pareto set linkage and prediction(LP-DMOEA) is proposed and a Pareto set linking method based on hyperbox is designed. In this scheme, several time sequences which present the trend of Pareto solutions can be dynamically maintained. Based on the prediction of these time sequences, the initial population is generated. The LP-DMOEA is applied to the NSGA2 algorithm to solve three benchmark problems. Computational results show the effectiveness of the LP- DMOEA to solve DMOPs.