Vector　time　series　autoregressive　moving　average　predictive　and　wavelet　neural　networks　PID　method　is　proposed　in　order　to　solve　the　requirement　of　optimal　parameters　real-time　calculation　in　various　control　fields　(engineering　systems,　economics　systems,　etc.),　especially　to　solve　the　instability　and　poor　control　perfot-mance　problem　of　control　parameters　online-tuning　in　engineering　practice.　Based　on　additional　wavelet　neural　networks　and　vector　autoregressive　moving　average　predict　method　and　comparative　experiments　of　relative　methods,　better　feasibility,　reliability;　speed,　lower　static　emir,　more　flexible　parameter　adjustment　ability　are　verified.