How we can change the Select option into Autocomplete I have one search index view for content type, here there are two term reference fields called, category and location. 

I added those two term reference fields in that view exposed filter as select options. But i have one stuff here, if i change select options to Autocomplete filter means i couldn't see the view results, just blank page is coming.

So i needs to make those Select options to Autocomplete in hook_form_alter.

Please help me to solve this stuff.
While not a direct answer to your question, I would recommend trying the Chosen module, which integrates the jQuery Chosen plugin.  It will essentially convert most of your selects into something searchable / autocompletable, while keeping them as selects.  It works particularly well with multi-selects, and I have it working with some large vocabularies in Views exposed filters on a few sites.