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Prognostics and Health Management aims at estimating the remaining useful life of a system (RUL) , i.e. the remaining time before a failure occurs. It benefits thereby from an increasing interest: prognostic estimates (and related decision-making processes) enable increasing availability and safety of industrial equipment while reducing costs. However, prognostics is generally based on a prediction step which, in the context of data-driven approaches as considered in this paper, can be hard to achieve because future outcomes are in essence difficult to estimate. Also, a prognostic system must perform sufficient long term estimates, whereas many works focus on short term predictions. Following that, the aim of this paper is to formalize and discuss the connexionist-systems-based approaches to ensure multi-step ahead predictions for prognostics. Five approaches are pointed out: the Iterative, Direct, DirRec, Parallel, and MISMO approaches. Conclusions of the paper are based, on one side, on a literature review; and on the other side, on simulations among 111 time series prediction problems, and among a real engine fault prognostics application. These experiments are performed using the exTS (evolving extended Takagi-Sugeno system). As for comparison purpose, three types of performances measures are used: prediction accuracy, complexity (computational time), and implementation requirements. Results show that all three criteria are never optimized at the same time (same experiment), and best practices for prognostics application are finally pointed out.