This study presents an integrated fuzzy system, data mining and time series framework to estimate and predict electricity demand for seasonal and monthly changes in electricity consumption especially in developing countries such as China and Iran with non-stationary data. Furthermore, it is difficult to model uncertain behavior of energy consumption with only conventional fuzzy system or time series and the integrated algorithm could be an ideal substitute for such cases. To construct fuzzy systems, a rule base is needed. Because a rule base is not available, for the case of demand function, look up table which is one of the extracting rule methods is used to extract the rule base. This system is defined as FLT. Also, decision tree method which is a data mining approach is similarly utilized to extract the rule base. This system is defined as FDM. Preferred time series model is selected from linear (ARMA) and non-linear model. For this, after selecting preferred ARMA model, McLeod-Li test is applied to determine nonlinearity condition. When, nonlinearity condition is satisfied, preferred nonlinear model is selected and compare with preferred ARMA model and finally one of this is selected as time series model. At last, ANOVA is used for selecting preferred model from fuzzy models and time series model. Also, the impact of data preprocessing and postprocessing on the fuzzy system performance is considered by the algorithm. In addition, another unique feature of the proposed algorithm is utilization of autocorrelation function (ACF) to define input variables, whereas conventional methods which use trial and error method. Monthly electricity consumption of Iran from 1995 to 2005 is considered as the case of this study. The MAPE estimation of genetic algorithm (GA), artificial neural network (ANN) versus the proposed algorithm shows the appropriateness of the proposed algorithm. (c) 2008 Elsevier Ltd. All rights reserved.