Due to the interference of complex transmission path and noise, the weak characteristic signal of a fault in complex equipment is difficult to extract, and then it is hard to establish an index that can timely and effectively reflect the degradation state of the bearing fault. A bearing degradation state index was constructed by using moving average coarsegrained, fast iterative filtering decomposition, permutation entropy, Wasserstein distance and cumulative sum method, which realize the recognition and evaluation of bearing degradation state. On this basis, a hybrid model based on autoregressive integral moving average and nonlinear autoregressive neural network was constructed. Experimental study showed that the model could achieve accurately the residual life prediction of bearing for complex equipment.