Real applications based on type-2 (T2) fuzzy sets are rare. The main reason is that the T2 fuzzy set theory requires massive computation and complex determination of secondary membership function. Thus most real-world applications are based on one simplified method, i.e. interval type-2 (IT2) fuzzy sets in which the secondary membership function is defined as interval sets. Consequently all computations in three-dimensional space are degenerated into calculations in two-dimensional plane, computing complexity is reduced greatly. However, ability on modeling information uncertainty is also reduced. In this paper, a novel methodology based on T2 fuzzy sets is proposed i.e. T2SDSA-FNN (Type- 2 Self-Developing and Self-Adaptive Fuzzy Neural Networks). Our novelty is that (1) proposed system is based on T2 fuzzy sets, not IT2 ones; (2) it tackles one difficult problem in T2 fuzzy logic systems (FLS), i.e. massive computing time of inference so as not to be applicable to solve real world problem; and (3) membership grades on third dimensional space can be automatically determined from mining input data. The proposed method is validated in a real data set collected from Macao electric utility. Simulation and test results reveal that it has superior accuracy performance on electric forecasting problem than other techniques shown in existing literatures.