In the process of establishing fuzzy time series model, the data pre-process and the optimization of the fuzzy rules are the two key factors which influence the precision of predication. Therefore this paper proposes a stabilization algorithm based on principal component analysis(PCA). Firstly, time series are changed into stationary time series by augmented dickey-fuller tests. Then, the fuzzy sets are set up, the generalized covariance matrix of fuzzy relationships is built, and its eigenvalues and eigenv...