Abstract: A twin roll casting system includes a pair of counter-rotating casting rolls, a casting roll controller is configured to adjust at least one process control setpoint for the casting rolls in response to control signals. A cast strip sensor measures at least one parameter of the cast strip. A controller receives measurement signals from the cast strip sensor provides control signals to the casting roll controller. The controller is a data-driven model comprising a database of state-input pairs; and executes the following steps at each time step: measure a state-input similarity between a new state observation and samples, assign a weight to each consequent output of samples based on the similarity measured, and sum the weighted outputs and predict an output of a new state observation. The controller is configured to provide the control signals to the casting roll controller based on the predicted output of the new state observation.