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Generation of wind is a very complicated process and influenced by large numbers of unknown factors. A probabilistic fuzzy system based prediction model is designed for the short-term wind speed prediction. By introducing the third probability dimension, the proposed prediction model can capture both stochastic and the deterministic uncertainties, and guarantee a better prediction in complex stochastic environment. The effectiveness of this intelligent wind speed prediction model is demonstrated by the simulations on a group of wind speed data. The robust modeling performance further discloses its potential in the practical prediction of wind speed under complex circumstance.