Abstract: A simple and general scheme is presented for establishing the threshold auto regressive (TAR) model. With the accelerating genetic algorithm by the authors, both threshold values and auto regressive coefficients can be optimized, and the difficult problem of modeling of TAR is resolved, which gives a strong tool for widely using TAR model. The result of the calculation example shows that the problem can be successfully resolved for the prediction of the periodic variation and decline tendency of groundwater level with the scheme, that the method is practical and efficient, and that TAR model can effectively utilize the important information of the section interdependence during the time series such as groundwater level dates by controlling threshold valves, can reduce model errors, and can ensure good stability and accuracy of the model forecasting. As a general method, the scheme has major theoretic value and wide range application for predicting nonlinear time series.