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• A new integrated approach is proposed for influenza forecasting in Hong Kong. • Stacked autoencoder is applied to Google search data for dimension reduction. • Variational mode decomposition is used to decompose the data into different modes. Forecasting influenza epidemics has important practical implications. However, the performance of traditional methods adopting in Hong Kong influenza forecasting is limited due to its particularity. This paper proposes an integrated approach for Hong Kong influenza epidemics forecasting. The novelties of our approach mainly include: firstly, we adopt a model for Google search queries data collection and selection in Hong Kong to substitute Google Correlate. Secondly, we adopt the stacked autoencoder (SAE) to reduce the dimensionality of Google search queries data. Thirdly, we adopt a signal decomposition method named variational mode decomposition (VMD) to decompose the influenza data into modes with different frequencies, which can extract the characteristic. Fourthly, we use artificial neural networks (ANN) to forecast these modes of influenza epidemics extracted by VMD respectively, then these forecasts of each mode are added to generate the final forecasting results. From the perspective of forecasting accuracy and hypothesis tests, the empirical results show that our proposed integrated approach SAE-VMD-ANN significantly outperforms some other benchmark models both in the whole period and influenza season. The performance of our proposed model during the COVID-19 pandemic is checked too. [ABSTRACT FROM AUTHOR]