There are some drawbacks of the classical fuzzy clustering algorithm as follow: Firstly, the computing of independent variable weights is unreasonable. Secondly, the set of horizontal section members is slurred. Thirdly, the correlation factor's computational methods are sigular. As to compensate for these aforementioned drawbacks, a new algorithm named improved fuzzy clustering algorithm is improved in this essay. The new algorithm uses association analysis to compute the independent variable weights, sets up a method warehouse and uses it to calculation the correlation factors, and selects distinct members of the equivalent matrix as the set of horizontal section. The demonstration indicates that the new algorithm increased the accuracy of forecasting result.