Nonlinear
processes and non-Gaussian properties are challenging
subjects for soft sensor modeling of chemical processes. In this paper,
we propose a D-vine copula regression method based on a Hamiltonian
Monte Carlo (HMC) sampling strategy (HMCCR). In the data pretreatment
process, the rolling pin monotonic transformation method is used to
ensure that the data have a monotonic relationship. Subsequently,
a D-vine copula model is established to obtain the conditional probability
density of the key variables based on the auxiliary variables. The
expected value, the variance, and the prediction uncertainty of the
query data set are calculated using the HMC method. The proposed regression
method can successfully approximate the nonlinear and non-Gaussian
relationship between the output and input variables using the vine
copula function. In addition, we also propose a supplementary sampling
strategy based on the HMCCR model to remind operators to supplement
the manual analysis. The validity and performance of the proposed
method are demonstrated using two industrial examples.