It is not easy to analyze the strong nonlinear time series and effectively design a good prediction system especially due to the difficulties in handling the potential uncertainty included in data and prediction method. To solve this problem, a new design method for fuzzy prediction system is suggested in this paper. The proposed method contains the followings as major parts ; the first-order difference detection to extract the stable information from the nonlinear characteristics of time series, the fuzzy rule generation based on the hierarchically classifying clustering technique to reduce incorrectness of the system parameter identification, and the IT2TSK fuzzy logic system to reasonably handle the potential uncertainty of the series. In addition, the design of the multiple predictors is considered to reflect sufficiently the diverse characteristics concealed in the series. Finally, computer simulations are performed to verify the performance and the effectiveness of the proposed prediction system.