Minimizing the tardiness of a parallel machine scheduling problem has been actively studied in modern manufacturing systems. In particular, dynamic parallel machine scheduling problems (DPMSPs) have gained much attention since rescheduling is required to address unpredictable events such as unexpected job arrivals and machine breakdowns, which usually occur in real-world manufacturing systems. To deal with such unpredictable events, many researchers have employed deep supervised learning (SL). However, it is still challenging to solve a DPMSP since SL requires a large number of high-quality schedules for the training neural networks. In this paper, we propose an incremental learning-based scheduling method (ILS) in which neural networks (NNs) are periodically trained by utilizing schedules built from the updated NNs in previous training intervals. Furthermore, to perform training without reducing solution space within a dynamic environment, the proposed method is designed to consider the dependency between consecutive allocations on a machine for the sum of setup time and tardiness. To verify the effectiveness of the proposed method, extensive experiments are carried out in static and dynamic scheduling problems. The experiment results demonstrate that ILS outperforms the existing methods such as dispatching rules, metaheuristics, and DRL-based methods. Additionally, we show that the proposed input features are effective in appropriately selecting job-machine pairs for assigning jobs on eligible machines through deep Shapely additive explanations analysis.