In this paper we suggest an optimal design method of Fuzzy-Neural Networks(FNN) model for complex and nonlinear systems. The FNNs use the simplified inference as fuzzy inference method and Error Back Propagation Algorithm as learning rule. And we use a HCM(Hard C-Means) Clustering Algorithm to find initial parameters of the membership function. The parameters such as parameters of membership functions learning rates and momentum weighted value is proposed to achieve a sound balance between approximation and generalization abilities of the model. According to selection and adjustment of a weighting factor of an aggregate objective function which depends on the number of data and a certain degree of nonlinearity (distribution of I/O data we show that it is available and effective to design and optimal FNN model structure with a mutual balance and dependency between approximation and generalization abilities. This methodology sheds light on the role and impact of different parameters of the model on its performance (especially the mapping and predicting capabilities of the rule based computing). To evaluate the performance of the proposed model we use the time series data for gas furnace the data of sewage treatment process and traffic route choice process.