In the training of Support Vector Machine (SVM) classification model, some problems such as over-fitting, under-fitting, slow training speed and prediction affected by penalty and kernel function parameters are exposed. A fault classification method of rolling bearing based on Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) and Grey Wolf Optimization (GWO) -SVM is proposed. Firstly, the acquire signals are adaptively decomposed into a plurality of Intrinsic Mode Function(IMF) component by CEEMDAN, and the energy entropy of each IMF component is extracted to form a ...