As the increasing demands of global clean power for the main purpose of lowering environmental pollution, heavy-duty gas turbines are playing an increasingly important role in energy fields because of their low emission, high thermal efficiency and flexible start-up capacity. Accurate modeling and simulation of the turbine performance is extremely needed to precisely design a large-watt industrial heavy-duty gas turbine, which is still very challenging due to the high nonlinearity, system complexity, varying conditions, and strong coupling interaction of high-dimension parameters under the harsh operation environment of the turbine. In order to improve the accuracy and efficiency of the performance simulation model for a heavy-duty gas turbine at various operating conditions, this paper presents a new hybrid intelligent methodology to adeptly integrate system thermodynamic balance mechanism with multivariate data by seamlessly combing advanced signal processing, machine learning and artificial neural network modeling techniques. The thermodynamic model of a complicated single-shaft gas turbine is first created based on the balances of both flow and power in various subsystems including inlet, compressor, turbine, combustor and exhaust. The characteristic curves of compressor and turbine are utilized to accurately represent the physical mechanism and effectively simulate the high nonlinear behaviors of subsystems. Wavelet signal processing and machine learning based feature extraction are employed to preprocess the multivariate raw data of the turbine. Multilayer artificial neural network models are explored to efficiently simulate the start-up transient process of the turbine, thus improve the simulation efficiency and accuracy of the complicated system. Multivariate data collected from a real-world industrial heavy-duty gas turbine is employed to illustrate the effectiveness and feasibility of the proposed methodology.