An automatic intelligent yield improving and process parameter multivariate analysis system and the analysis method thereof. The system is applied to a computer to set up analysis procedures for analyzing process parameters obtained from each measuring machine in semiconductor testing process by utilizing data mining technology. The system includes a plurality of semiconductor processing nodes having different functions. The system links each of the semiconductor processing node to another semiconductor processing node by a logic means so that the computer can process the semiconductor processing nodes sequentially. The system also links the semiconductor processing nodes by a data connection means to allow microprocessors to load necessary parameter data or wafer lot numbers from corresponding semiconductor processing nodes by a data connection means.