A novel method integrating rough sets (RS) theory and an artificial neural network (ANN) based on data-fusion technique is presented to forecast an air-conditioning load. Data-fusion technique is the process of combining multiple sensors data or related information to estimate or predict entity states. In this paper, RS theory is applied to find relevant factors to the load, which are used as inputs of an artificial neural-network to predict the cooling load. To improve the accuracy and enhance the robustness of load forecasting results, a general load-prediction model, by synthesizing multi-RSAN (MRAN), is presented so as to make full use of redundant information. The optimum principle is employed to deduce the weights of each RSAN model. Actual prediction results from a real air-conditioning system show that, the MRAN forecasting model is better than the individual RSAN and moving average (AMIMA) ones, whose relative error is within 4%. In addition, individual RSAN forecasting results are better than that of ARIMA. (c) 2005 Elsevier Ltd. All rights reserved.