This　article　applying　chaotic　time　series　theory　and　combining　lateral　laws　of　deep　excavation,　presents　a　lateral　displacement　prediction　model　of　deep　excavation　based　on　combining　local　function　approximation　of　weight　in　least　square　with　credible　regions.　The　objective　of　this　paper　is　to　enrich　and　develop　the　theory　and　method　of　lateral　displacement　prediction　in　deep　excavation.　Delay　phase　space　is　reconstructed　and　the　maximal　Lyapunov　exponent　is　calculated　from　the　field　measured　values.　The　prediction　values　were　calculated　by　the　local　function　approximation　of　weight　in　least　square.　The　credible　regions　are　determined　by　distances　of　reference　points　and　speeds　of　lateral　deformation.　A　new　program　was　made.　The　prediction　model　calculating　precision　and　reliability　are　increased　by　the　validation　of　field　measured　values,　and　it　can　be　used　for　lateral　deformation　forecasting　purposes　in　deep　excavation.