With the advent of the data-driven era, deep learning approaches have been gradually introduced to short-term traffic flow prediction, which plays a vital role in the Intelligent Transportation System (ITS). A hybrid predicting model based on deep learning is proposed in this paper, including three steps. Firstly, an improved Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) method is applied to decompose the nonlinear time series of highway traffic flow to obtain the intrinsic mode function (IMF). The fuzzy entropy (FE) is then calculated to recombine subsequences, highlighting traffic flow dynamics in different frequencies and improving prediction efficiency. Finally, the Temporal Convolutional Network (TCN) is adopted to predict the recombined subsequences, and the final prediction result is reconstructed. Two sensors of US101-S on the main road and on-ramp were selected to measure the prediction effect. The results show that the prediction error of the proposed model on two sensors is notably decreased on single-step and multistep prediction, compared with the original TCN model. Furthermore, the proposed improved CEEMDAN-FE-X framework can be combined with prevailing prediction methods to increase the prediction accuracy, among which the improved CEEMDAN-FE-TCN model has the best performance and strong robustness.