Accurate forecasting of dairy cow milk yield is useful to dairy farmers, both in relation to financial planning and for detection of deviating yield patterns, which can be an indicator of mastitis and other diseases. In this study we developed a dynamic linear model (DLM) designed to forecast milk yields of individual cows per milking, as they are milked in milking robots. The DLM implements a Wood's function to account for the expected total daily milk yield. It further implements a second-degree polynomial function to account for the effect of the time intervals between milkings on the proportion of the expected total daily milk yield. By combining these 2 functions in a dynamic framework, the DLM was able to continuously forecast the amount of milk to be produced in a given milking. Data from 169,774 milkings on 5 different farms in 2 different countries were used in this study. A separate farm-specific implementation of the DLM was made for each of the 5 farms. To determine which factors would influence the forecast accuracy, the standardized forecast errors of the DLM were described with a linear mixed effects model (lme). This lme included lactation stage (early, middle, or late), somatic cell count (SCC) level (nonelevated or elevated), and whether or not the proper farm-specific version of the DLM was used. The standardized forecast errors of the DLM were only affected by SCC level and interactions between SCC level and lactation stage. Therefore, we concluded that the implementation of Wood's function combined with a second-degree polynomial is useful for dynamic modeling of milk yield in milking robots, and that this model has potential to be used as part of a mastitis detection system.