The ozone forecasting systems have many problems because the mechanism of the ozone concentration is highly complex, nonlinear, and nonstationary. Especially, the performance of the prediction results in the high-level ozone concentration are not good. This paper describes the modeling method of the ozone prediction system using neuro-fuzzy approaches and fuzzy clustering methods. The dynamic polynomial neural network (DPNN) based upon a typical algorithm of GMDH (group method of data handling) is a useful method for data analysis, the identification of nonlinear complex systems, and prediction of dynamical systems.