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In the engineering we need to evaluate the welding properties of material before it is joined by welding, soldering, or brazing technology. The highest hardness in heat-affected zone (HAZ) is one of important index. We need to do many experiments to get it which takes us a plenty of time and money. The grey theory is an effective method to investigate the poor information and can be used to find the data law and predict the future one on the basis of a few known data and it has been extended into many fields. In the paper the authors put the step-by-step optimum grey model of GM (1,1) into the welding field and investigate the data of HAZ. The examples prove the data in welding field are characteristic with the grey index law and we can establish the exponential equation to predict the future data. It is a good example for welding field and can be applied to other engineering field. The model is fit for equal and non-equal interval.