Predicting the degradation of working conditions and trending of fault propagation before they reach the alarm or failure control limit is significantly important to optimize the operational capacity of a chemical process. However, traditional one-step-ahead (OS) soft-sensors render such benefits inadequate. Direct, Recursive and Direct-recursive strategies are proposed to generalize the Gaussian Process Regression (GPR) model for multi-step-ahead (MS) prediction, thereby supporting the A C C E P T E D M A N U S C R I P T ACCEPTED MANUSCRIPT 2 fault diagnosis and prognosis of the product qualities control for chemical processes.The proposed methodology was firstly demonstrated by applying the designed algorithm to a wastewater plant (WWTP) simulated with the well-established model, i.e., Benchmark Simulation Model 1 (BSM1), then extended to a full-scale WWTP with data collected from the field influenced by filamentous sludge bulking. Results showed that the proposed strategies significantly improved the prediction performance.