To improve availability and performance of fuel cells, the operating temperature of molten carbonate fuel cells (MCFC) stack should be strictly maintained within a specified operation range, and an efficient control technique should be employed to meet this objective. While most modern control strategies are based on process models, many existing models of MCFC are not ready to be applied in synthesis and operation of control systems. In this study, we developed an auto-regressive moving average (ARMA) model and machine learning methods of least squares support vector machine (LS-SVM), artificial neural network (ANN) and partial least squares (PLS) for the MCFC system based on input-output operating data. The ARMA model showed the best tracking performance. A model predictive control method for the operation of MCFC system was developed based on the proposed ARMA model. The control performance of the proposed MPC methods was compared with that of conventional controllers using numerical simulations performed on various process models including an MCFC process. Numerical results show that ARMA model based control provides improved control performance compared to other control methods.