The on-line monitoring of batch processes based on principal component analysis (PCA) has been widely studied. Nonetheless, researchers have not paid so much attention to the on-line application of partial least squares (PLS). In this paper, the influence of several issues in the predictive power of a PLS model for the on-line estimation of key variables in a batch process is studied. Some of the conclusions can help to better understand the capabilities of the proposals presented for on-line PCA-based monitoring. Issues like the convenience of batch-wise or variable-wise unfolding, the method for the imputation of future measurements and the use of several sub-models are addressed. This is the first time that the adaptive hierarchical (or multi-block) approach is extended to the PLS modelling. Also, the formulation of the so-called trimmed scores regression (TSR), a powerful imputation method defined for PCA, is extended for its application with PLS modelling. Data from two processes, one simulated and one real, are used to illustrate the results.