The present invention is related to a method for prediction of cortical spiking neural signal, comprising the following steps: 1) pretreatment of spiking neural signal, 2) modeling of posterior cortical spiking neural signal generation probability, 3) model accuracy measurement, 4) model optimization with the help of numerical gradient descent and 5) prediction of posterior cortical spiking neural signal with iterative calculation. The prediction method aims to incorporate natural features of point process of spiking neural signal into the target for optimization of prediction model to improve model's capability in predicting neural spike trains.