This paper considers the influence factors of BDI index of different types, the factors can be divided into supply and demand and macroeconomic three types. Using the VMD-WA-RF model is constructed based on VMD decomposition, wavelet analysis and random forest regression algorithm, to study the comprehensive relationship between the influence factors and the BDI index. It enhanced the mathematical theory of the analysis of the factors affecting the BDI index. A further study found that: First, the VMD-WA-RF model can get the importance ranking of the factors affecting the BDI index, which contributes to the targeted regulation of the shipping market; Second, it can draw the degree of the most important five factors that affect the BDI index respectively, and find out the most effective way to adjust the current shipping market scientifically; Third, the BDI index is predicted by the random forest regression model, which shows that the accuracy of this model is higher.