Abstract: 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.