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Forecast is a nasty problem under the complicated uncertain information. First, the basic features are analyzed in this paper. The forecast elementary principles and process are also be descriptive. The collection and representation of the data of the uncertain information is also provided. And then the main models and methods of forecast are introduced. Finally the Construction of the Intelligent Forecast Support System Based on Information Mining(IFSSIM) is provided under uncertain information and the main functions are also introduced. The framework and methods in this paper provide new way to forecast under uncertain information.