As a key component in the transmission system of high-speed trains, bearings need to withstand certain loads while rotating at high speeds. Once a failure occurs, it can directly affect the safety of train operations. Therefore, it is of great significance to establish a reliable remaining useful life model to ensure train operation safety. Addressing the problems of redundant features in the existing multi-feature fusion process, which affects diagnostic performance, and the spurious fluctuations in the fusion features, which cause inaccurate determination of the start fault time and lead to low prediction accuracy of remaining useful life, we propose a method based on adaptive feature fusion and the autoregressive integrated moving average model for rolling bearing prediction. Firstly, features from the time domain, frequency domain, and entropy are extracted. A feature selection mechanism with minimum redundancy is constructed to screen the optimal sensitive feature set. Secondly, based on adaptive feature fusion, the optimal sensitive feature set is dynamically fused, and the spurious fluctuations of the health index are corrected using linear regression and the 3σ principle. Next, a bottom-up time series segmentation method is employed to divide the health status of the Improved Health Indicators. Finally, a remaining useful life prediction model based on the autoregressive integrated moving average model is established. This study demonstrates that the proposed method effectively identifies features that are most sensitive to degradation trends, accurately determines the initial fault moment of bearings, and achieves effective prediction of the remaining useful life of bearings.