In theory, converting files to mzxml using Proteowizard will not make a difference in terms of what Skyline sees.

If you upload your files to here:
http://skyline.ms/files.url
we can take a look and figure out what should be happening.

I have upload my file and the name is hypothalamus-M-DIA .Thank you.

I chose "filter-subset-scan time" to convert my data and maybe this way lead some information lost. I have tried to convert to "MZXML" format without filter setting. And the data can be analysis with skyline.

Can you upload your Skyline document?
In Skyline, you can use the menu item:
File > Share
to create a .zip file containing your Skyline document and some other files.

If you upload that .zip file then I will be able to see which targets you are trying to import chromatograms for. I will also be able to see whether your Transition settings are correct.
Your transition settings are available at:
Settings > Transition Settings > Full Scan

Are you saying that your .mzXML file is missing information? Can you give us the original .raw file?

It looks like you are doing a PRM experiment. You might want to take a look at the "Targeted MS/MS (PRM)" tutorial:
https://skyline.ms/wiki/home/software/Skyline/page.view?name=tutorial_prm

Thanks for your generous help. I ran my sample use DIA method and divided RT into three parts. Therefore I convert my raw file with MSconvert because skyline can not set different isolation scheme. I found the chromatography lost when I convert data with incorrect settings and I have solve this problem. When I use mprophet , many peptides would be the red dot. Could you help me see my data? I have upload my data. Whether this bad result was lead by the library or DIA data.

Thanks for your generous help. I ran my sample use DIA method and divided RT into three parts. Therefore I convert my raw file with MSconvert because skyline can not set different isolation scheme. I found the chromatography lost when I convert data with incorrect settings and I have solve this problem. When I use mprophet , many peptides would be the red dot. Could you help me see my data? I have upload my data. Whether this bad result was lead by the library or DIA data.

I am not sure what you expect to see in your .mzXML file.
You can use a program called "SeeMS.exe" to look at your mzXML file. SeeMS is part of ProteoWizard which you can install from here:
http://proteowizard.sourceforge.net/downloads.shtml

You mzXML file contains 228 MS2 scans. I have attached a screenshot of what that file looks like in SeeMS.

The problem about "MZXML" has been solved.It's my fault not to tell you my data name. My skyline uploaded is "M-hypothalamus 0816-DIA.sky". When I import my DIA data there are a lot of yellow pot before matched peptides. But after I use Mprophet model reintegrate my data. These dot became red dot. So I want to know whether library or the DIA data lead this bad result.

Is there a particular peptide in your document that you have a question about?

No, I just found many peptides can not identified after reintegrated by the mprophet. Is these peptides spectrum map not good ? I want to know whether did my library cause this problem. And the model I used is 0817-DIA.

Here are a few suggestions:
1. Watch the most recent webinars on Large-Scale DIA:

http://skyline.ms/webinar14.url
http://skyline.ms/webinar15.url

2. Changes to your Transition Settings
- Filter tab - change To = "Last ion - 1" to "Last ion"
- Filter tab - uncheck "N-terminal to proline"
- Library tab - use Pick = "6" product ions
3. Use Edit > Refine > Advanced and at least "Min transitions per precursor" = "4" (if not 5 or 6)
- This cuts the number of peptides in your document from 2,538 to 928 (or 705) giving you some insight into the spectral quality in your library (not great)
4. Ideally, you would set up iRT retention time prediction
5. You want to add decoys for training your model, which it looks like you did at the time, but they are no longer in the document

It looks to me like you have a fair number of good peaks. If you can't train iRT retention time prediction, you might want to consider a wider RT window like +/- 7 minutes and see whether that improves your detection rate.

Also, it is probably a good idea to test on multiple replicates where you expect a constant concentration and make sure you get consistent detection and low CVs across your runs.

Hope these suggestions help. Thanks for your interest in using Skyline.

--Brendan

Thanks so much! I will try according to your suggestions.