Abstract: The vectorial angle cosine is introduced in the field of interval combination forecasting, and an interval combination forecasting method based on vectorial angle cosine is proposed.Considering the upper and lower limit of interval value as times series vector, and the vectorial angle cosine between interval combination forecasting value and practical interval value's upper and lower limit time series vector, a multi-objective optimization model is established and then changed to be a single objective optimization model, the weights of combination forecasting method are obtained by solving the single objective optimization problem.Finally, a numerical example shows that the method proposed in this paper can effectively decrease the error of interval combination forecasting.