The invention discloses a relevance vector regression incremental learning algorithm and system based on sample characteristics. The method comprises the following steps of: S1, obtaining an initial sample set, and initializing parameters; S2, training the sample set to obtain an RVM prediction model; S3, calculating a sample label, a local density factor and an error factor of each sample; S4, predicting a future sample to be input according to the RVM prediction model; S5, calculating sample characteristic vectors, arranging the sample characteristic vectors in a descending order, performing circulation, if the time of non-relevance vectors is beyond a set threshold value, deleting the sample from the sample set, and exiting the circulation; and S6, judging whether a new input sample exists or not, if so, adding a new sample to form a new sample set, turning to the step S2, and if not, outputting the predicted future sample. By means of the relevance vector regression incremental learning algorithm and system disclosed by the invention, a sample including effective information can be reserved; an invalid sample can be deleted; the prediction precision is relatively high; the time complexity is relatively low; and thus, the relevance vector regression incremental learning algorithm and system can be widely applied in real-time data processing and prediction.