The disclosure is directed to an ensemble learning prediction apparatus. The apparatus includes a loss module, a diversity module, a sample weight module, and an integrating weight module. The loss module, the diversity module and the sample weight module calculate a loss, a diversity and a sample weight, respectively. An ensemble weight is learned by an object function built by the loss, diversity and the sample weight. The integrating weight module calculates an adaptive ensemble weight by integrating the ensemble weight and previous ensemble weights at a plurality of previous time points.