It is known that optimization in a changing environment is a challenging task, for which the basic goal is not only to obtain the optimal solution, but also strongly adapting to the environmental changes and tracking the optimal solution as closely as possible. In this paper, a novel multi-swarm optimization algorithm is proposed for solving dynamic optimization problems (DOPs) effectively, which is based on the hybrid of particle swarm optimization (PSO) and Simulated Annealing (SA) with an prediction strategy. Firstly, an multi-swarm strategy is adopted, which simultaneously employs PSO method to conduct global search for exploring promising optimal solutions and adopt SA to conduct local search. Secondly, a new forecasting model is developed by using the principle that the previous optimum locations can predict the optimum's location in the changing environment, which can improve the performance of the algorithm in dynamic environment. Then, a diversity preservation mechanism is incorporated into our method to obtain more robust results. Experiments are conducted on the set of benchmark functions used in CEC 2009 competition for DOPs, and the results show that the proposed algorithm achieves good performance and outperforms others in solving DOPs with the model changed by following some pattern.