Considered here are nonlinear autoregressive neural networks (NETs) with exogenous inputs (NARX) as a mathematical model of a steam turbine rotor used for the online prediction of turbine temperature and stress. In this paper, the online prediction is presented on the basis of one critical location in a high-pressure (HP) steam turbine rotor. In order to obtain NETs that will correspond to the temperature and stress the critical rotor location, a finite element (FE) rotor model was built. NETs trained using the FE rotor model not only have FEM accuracy but also include all nonlinearities considered in an FE model. Simultaneous NETs are algorithms which can be implemented in turbine controllers. This allows for the application of the NETs to control steam turbine stress in industrial power plants.