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It is very difficult to predict the Maximum Power Demand (MPD) of customers in high performance because of various factors. In this paper, the problem of MPD prediction is studied by using fused machine learning algorithms. Firstly, an improved grey relation analysis method is adopted to analyze relevant influencing factors. Secondly, a modified prediction algorithm based on an adaptive cubature Kalman filter combined with Fbprophet is proposed according to the characteristics of customers' MPD. Finally, the proposed algorithm of this paper is applied to predict MPD and cost is evaluated. Experiment results show that the improved MPD prediction algorithm can comprehensively consider the relevant factors, and has good performance in time series prediction.