In this paper, we propose the design procedure of advance Polynomial Neural Networks(PNN) architecture for optimal model identification of complex and nonlinear system. The proposed PNN architecture is presented as the generic and advanced type. The essence of the design procedure dwells on the Group Method of Data Handling(GMDH). PNN is a flexible neural architecture whose structure is developed through learning. In particular, the number of layers of the PNN is not fixed in advance but is generated in a dynamic way. In this sense, PNN is a self-organizing network. With the aid of three representative numerical examples, compari-sons show that the proposed advanced PNN algorithm can produce the model with higher accuracy than previous other works. And performance index related to approximation and generalization capabilities of model is evaluated and also discussed.