Stable and accurate forecasting of icing thickness is of great significance for the safe operation of the power grid. In order to improve the robustness and accuracy of such forecasting, this paper proposes an innovative combination forecasting model using a modified Back Propagation Neural Network-Support Vector Machine-Extreme Learning Machine with Kernel (BPNN-SVM-KELM) based on the variance-covariance (VC) weight determination method. Firstly, the initial weights and thresholds of BPNN are optimized by mind evolutionary computation (MEC) to prevent the BPNN from falling into local optima and speed up its convergence. Secondly, a bat algorithm (BA) is utilized to optimize the key parameters of SVM. Thirdly, the kernel function is introduced into an extreme learning machine (ELM) to improve the regression prediction accuracy of the model. Lastly, after adopting the above three modified models to predict, the variance-covariance weight determination method is applied to combine the forecasting results. Through performance verification of the model by real-world examples, the results show that the forecasting accuracy of the three individual modified models proposed in this paper has been improved, but the stability is poor, whereas the combination forecasting method proposed in this paper is not only accurate, but also stable. As a result, it can provide technical reference for the safety management of power grid.