In view of the complexity and non-linearity of energy consumption system,firstly,based on historical data of Jiangsu Province's energy consumption,this paper respectively applies grey forecasting and non-linear models to forest Jiangsu Province's energy consumption in each years from 2004 to 2015,and analyzes and compares the advantages and the disadvantages of these models;then,establishes a combination forecasting model of energy consumption in future for Jiangsu Province's by minimizing standard variance to allocate the weights,and applies this model to forecast Jiangsu Province's energy consumption in each years from 2004 to 2015.The result shows that the combination forecasting model is of higher precision and more reliability comparing with the grey forecasting and non-linear models.