A major assumption for constructing an effective ANFIS (Adaptive-Network-based Fuzzy Inference System) is that sufficient training data is available. However, in many real world applications, this assumption may not hold, thereby requiring alternative approaches. In light of this observation, this research focusses on automated construction of ANFISs in an effort to enhance the potential of Takagi-Sugeno fuzzy regression models, for situations where only limited training data is available. In particular, the proposed approach works by interpolating a group of fuzzy rules in a certain given domain with the assistance of existing ANFISs in its neighbouring domains. The construction process involves a number of computational mechanisms, including: a rule dictionary which is created by extracting rules from the existing ANFISs; a group of rules which are interpolated by exploiting the local linear embedding algorithm to build an intermediate ANFIS; and a fine-tuning method which refines the resulting intermediate ANFIS. Experimental evaluation on both synthetic and real world datasets is reported, demonstrating that when facing the data shortage situations, the proposed approach helps significantly improve the performance of the original ANFIS modelling mechanism.