This paper suggests a model building methodology for dealing with new processes, The methodology, called Hybrid Fuzzy Neural Networks (HFNN), combines unsupervised fuzzy clustering and supervised neural networks in order to create simple and flexible models. Fuzzy clustering was used to define relevant domains on the input space. Then, sets of multilayer perceptrons (MLP) were trained (one for each domain) to map input-output relations, creating, in the process, a set of specified sub-models. The estimated output of the model was obtained by fusing the different sub-model outputs weighted by their predicted possibilities. On-line reinforcement learning enabled improvement of the model. The determination of the optimal number of clusters is fundamental to the success of the HFNN approach. The effectiveness of several validity measures was compared to the generalization capability of the model and information criteria. The validity measures were tested with fermentation simulations and real fermentations of a yeast-like fungus, Aureobasidium pullulans. The results outline the criteria limitations. The learning capability of the HFNN was tested with the fermentation data. The results underline the advantages of HFNN over a single neural network.