In this paper，a new nonlinear combination forec asting method based on fuzzy logic system is presented to overcome the limitation in linear combination forecasting． Furthermore，the corresponding back propagation learning algorithm is put forward tO identify the parameter of the fuzzy system model and partitions of fuzzy SUbsets．Theoretical analysis and forecasting examples all show that the new techniques has reinforced learning properties and universalized capabilities． With respect to combined modeling and forecasting of non—stationary time series in nonlinear systems，which have some uncertainties，the method are feasible and effective．