We experimentally investigate the dynamic behavior of the combustion instability in a lean premixed gas-turbine combustor from the viewpoint of nonlinear dynamics. A nonlinear time series analysis in combination with a surrogate data method clearly reveals that as the equivalence ratio increases, the dynamic behavior of the combustion instability undergoes a significant transition from stochastic fluctuation to periodic oscillation through low-dimensional chaotic oscillation. We also show that a nonlinear forecasting method is useful for predicting the short-term dynamic behavior of the combustion instability in a lean premixed gas-turbine combustor, which has not been addressed in the fields of combustion science and physics.