Based on the observed data of chamber earth pressure from on-site construction of earth pressure balance shield, a time series of chamber earth pressure is created and handled by singular spectrum analysis method, including singular spectrum decomposition and reconstruction, and a subsequent forecasting of the time series is performed based on the linear recurrence relations model. It is turned out that singular spectrum analysis can effectively separate principal components from time series of chamber earth pressure, especially in the extraction of weak periodic components. In addition, it is available for singular spectrum analysis method to reduce noise jamming by filtering out a part of the original time series that is supposed to be noise rather than signal. Consequently, it is reasonable to make the forecasting more accurate and smooth by applying singular spectrum analysis method to the analysis of chamber earth pressure values, which would be helpful to the future predictive control of chamber earth pressure in earth pressure balance shield.