Aiming at the problems of poor prediction effect of non-stationary parameters and single warning rule of UHV converter transformer, this study proposes an intelligent warning method based on decomposition-multi-level cascade network and fuzzy set. Firstly, the integrated empirical modal decomposition technique is used to decompose the target parameter sequence into multiple sub-sequences, and the effective components are screened by the DPR-KLdiv confidence ratio, which is dynamically grouped and reconstructed to form a multilevel feature input; and the multilevel cascade network is constructed by combining multi-device parameters to make the time series prediction. The fuzzy function is further introduced to establish the parameter state mapping rules to expand the alarm triggering conditions. The experiments are validated by actual equipment data, and the local discharge signals of different defects are detected by ultra-high frequency method to enhance the generalization ability of the parameters. The results show that the average RMSE and MAE of this method are 23.21 and 18.47 respectively under the hours step prediction, and the accuracy of the warning is over 90 %, which effectively improves the accuracy of non-smooth parameter prediction and the flexibility of the warning decision.