In this study, artificial neural networks are adopted to perform multi-step predictions of the power consumed by the refiner of a thermo-mechanical pulping process specialized in medium-density fiberboard production. In this way, the obtained model can be integrated within a model-based control. The refining process is characterized by a large number of variables, and artificial neural networks are a well-established methodology for multivariate data processing, able to identify the non-linear hidden relationship between monitored variables. Both a Long Short-Term Memory network, with stability guarantees, and a Transformer one are implemented due to their ability to model the evolution of dynamical systems. Simulation results prove both models' multi-step prediction capabilities.