The time histories of signals in earthquake motion field and wind field were simulated with the help of AR (HTautoregression) methodTH.In view of,the deficiency if low accuracy by yes if AR method, the signals simulated were modified by wavelet decomposition as well as wavelet packet decomposition methods. The improvement measures were discussed in detail. Several examples show that the simulated spectra by the improved AR method are in good agreement with the corresponding target spectra. Furthermore, the signals modified by the wavelet packet decomposition method are of better precision than those modified by the wavelet decomposition method.