This paper introduces a new neuro-fuzzy model for constructing a knowledge-base of temporal fuzzy rules obtained by MAR (Multivariate Autoregressive) Algorithm. The model described contains two main parts which are fuzzy-rule extraction and storage of them. The fuzzy rules are obtained from time series data using MAR Algorithm. Fuzzy linear function with fuzzy number coefficients are used. The extracted rules are fed into the temporal fuzzy multilayer feedforward neural network.