A methodology for constructing useful predictive models, primarily intended
for use on line by the process supervisors as a basis for decision making,
is presented. The methodology mainly relies on a sound choice of model str
ucture for black-box models-a choice based on a clear definition of the mod
eling goal. Some simple approaches to the treatment of a combination of eve
nt-driven and continuous information in predictive models are also proposed
. Furthermore, directional considerations in the tracking of time-variant p
arameters are illustrated to be of considerable practical importance for ob
taining accurate models, and such considerations are possible to implement
without prior knowledge of the underlying dynamics. The topics treated are
finally applied to a prediction problem of industrial importance: The succe
ss of the case study clearly motivates the careful consideration of differe
nt modeling options.