Do what you say, say what you do.

To change behavior, there are some important aspects that you need to be consistent with. "Do what you say, say what you do".  Follow through is important! When you say No, it should stick to No. If he is having a meltdown, you can jump in to block from injury, but give no attention to the behavior. Wait for child to calm down. 

Offer alternatives and choices to your child, that is almost/equal to his favorite. Consider something that he likes and the value is worth from what he wants previously. "We can't have the train set, but we can have ice cream instead". If he refuses, make it clear that the deal is off. Follow through! 

Also, remember to catch the good behavior! If you want to give what he wants, use this chance to reward them. For example, "You have been listening so well! Lets go get you a train set!" 

p/s: besides screaming at your child for their inappropriate behavior, remember to acknowledge their good behavior when it comes out spontaneously too! 

Talking about Behavior

Behavior is everything that we do or say. To change behavior, start finding the Whys before working the Hows. Bear in mind the four Ways of behavior - sensory, escape, attention and tangible. Remember, there are reasons behind every behavior, you just have to look more in depth towards it.

As when a behavior occur, analyze, keep track on the Antecedent, Behavior and Consequences every time it happen. When you keep track on the details, you may see a consistent behavior pattern. By then, you can work on finding how to react to your child behavior next time. It is important to find the function/whys of a behavior as to avoid you from reinforcing that inappropriate behaviors.

A behavior is a learned behavior. Child learned that any behavior he exhibits may lead to getting what he wants. Conclusion: behavior happen because it was maintained by something reinforcing. Apparently, your consequences behavior play roles in the changes.