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Complex fuzzy sets (CFSs) are an extension of type-1 fuzzy sets in which the membership of an object to the set is a value from the unit disc of the complex plane. Although there has been considerable progress made in determining the properties of CFSs and complex fuzzy logic, there has yet to be any practical application of this concept. We present the adaptive neurocomplex-fuzzy-inferential system (ANCFIS), which is the first neurofuzzy system architecture to implement complex fuzzy rules (and, in particular, the signature property of rule interference). We have applied this neurofuzzy system to the domain of time-series forecasting, which is an important machine-learning problem. We find that ANCFIS performs well in one synthetic and five real-world forecasting problems and is also very parsimonious. Experimental comparisons show that ANCFIS is comparable with existing approaches on our five datasets. This work demonstrates the utility of complex fuzzy logic on real-world problems.