It is important to accurately measure and control the relative humidity of humidified gas entering a PEM (polymer electrolyte membrane) fuel cell stack because the level of humidification strongly affects the performance and durability of the stack. Humidity measurement devices can be used to directly measure the relative humidity, but they cost much to be equipped and occupy spaces in a fuel cell system. We present soft sensors for predicting the relative humidity without actual humidity measuring devices. By combining FIR (finite impulse response) model with PLS (partial least square) and SVM (support vector machine) regression models, DPLS (dynamic PLS) and DSVM (dynamic SVM) soft sensors were developed to correctly estimate the relative humidity of humidified gases exiting a planar-type membrane humidifier. The DSVM soft sensor showed a better prediction performance than the DPLS one because it is able to capture nonlinear correlations between the relative humidity and the input data of the soft sensors. Without actual humidity sensors, the soft sensors presented in this work can be used to monitor and control the humidity in operation of PEM fuel cell systems.