For the nonlinear time series, a time series prediction method based on multi-dimensional Taylor network is proposed. The characteristics of this method is that based on the observed data of the nonlinear time series, n-variables first order polynomial difference equations of the system are obtained by the multi dimensional Taylor network, and the dynamic characteristics can be described without prior knowledge and mechanism of the system, thus realizing the prediction of the nonlinear time series. The Lorenz chaotic time series and the structural vibration response data in lift-up construction safety monitoring are used to show the effectiveness of this method.