With the characteristics of non-stationarity, non-linearity, time-lag of refrigeration/ heating supplying in minds, load forecasting of central air-conditioning system is carried using time sequence analysis method. Firstly, acquisition sample data of central air-conditioning system is pretreated, and random time sequence AR model of system is formulated. Then, forecasting of AR refrigeration/heating load based on Yule-walker method is conducted. In order to enhance forecasting accuracy, crossover forecasting is introduced into the load forecasting, that is, to use vertical forecasting to follow household demands for load and horizontal forecasting to track changes of weather. Then, weight cross is made to vertical and horizontal forecasting results. Finally, refrigeration/heating load forecasting software of central air-conditioning system is developed, which is used in energy-saving monitoring and control of central air-conditioning system.