In this paper, the fuzzy data are firstly condensed using principal component analysis, and the main component information is extracted using the covariance formula while retaining the original data. Then, clustering is applied to classify the indicators and detect the correlation between the data. Finally, the internal relationships in the original data are studied by factor analysis, and the accumulated and analyzed data are processed by dimensionality reduction to extract the main features and observe the main factors affecting the characteristic variables. The results show that the folk beliefs of the Macau people have gradually tended to localize from Westernization due to the influence of traditional Chinese ideology and culture. Among them, belief in Buddhism occupies 51.9%, while Catholicism and Christianity are only 6.7% and 2.3%, respectively.