We are developing a new real-time control system for customizing auditory stimulus (the binaural beat sound) by judging user alpha waves to entrain a user's feeling in the most relaxed way. Since brainwave activity provides the necessary predictive information for arousal states, we use an autoregressive forecasting model to estimate the frequency response series of the alpha frequency bands and the inverted-U concept to determine the user's arousal state. A fuzzy logic controller is also employed to regulate the binaural beat control signal on a forecasting error signal. Our system allows comfortable user self-relaxation. The results of experiments confirm the constructed system's effectiveness and necessity.