This work presents the development of soft sensor models for monitoring the operation of online process analyzers used to measure the sulfur content in the product of the refinery hydrodesulfurization process. Since sulfur content often fluctuates over time, soft sensor models must account for these frequency fluctuations. We have therefore developed dynamic data-driven models based on linear and nonlinear system identification techniques (finite impulse response—FIR, autoregressive with exogenous inputs—ARX, output error—OE, nonlinear ARX—NARX, Hammerstein–Wiener—HW) and machine learning techniques, including models based on long short-term memory (LSTM) and gated recurrent unit (GRU) networks, as well as artificial neural networks (ANNs). The core steps in model development included the selection and preprocessing of continuously measured plant process data, collected from a full-scale industrial hydrodesulfurization unit under normal operating conditions. The developed soft sensor models are intended to support or replace process analyzers during maintenance periods or equipment failures. Moreover, these models enable the application of inferential control strategies, where unmeasured process variables—such as sulfur content—can be estimated in real time and used as feedback for advanced process control.