Multidimensional grey relation projection value can be synthesized as one-dimensional projection value by using projection pursuit model. The larger the projection value is, the better the model. Thus, according to the projection value, the best one can be chosen from the model aggregation. Because projection pursuit modeling based on accelerating genetic algorithm can simplify the implementation procedure of the projection pursuit technique and overcome its complex calculation as well as the difficulty in implementing its program, a new method can be obtained for choosing the best grey relation projection model based on the projection pursuit technique.