A Bayesian dynamic linear model (BDLM) framework for data modeling and forecasting is proposed to evaluate the performance of an operational cable-stayed bridge, that is, Ting Kau Bridge in Hong Kong, by using SHM strain field data acquired. One of the major challenges in dealing with the existing in-service bridge under extreme typhoon loads is to forecast structural behavior using the typhoon response exhibiting non-stationarity, large data fluctuations and strong randomness. The first attempt for SHM data modeling during extreme events, that is, typhoons, using BDLM framework, was conducted in this study. The data from multiple sensors are analyzed for one-step, multi-step ahead forecasting and missing data imputation. The overall bridge behavior is incorporated into a forecasting model by superposition of forecasting results of trend (representing the structural baseline response), periodic component (response component evolving regularly over time), and autoregressive component (time-dependent error) through BDLM algorithm. The results demonstrate that the BDLM framework yielded more accurate calculations compared with Gaussian process and Variational Heteroscedasticity Gaussian Process methods with respect to one-step ahead forecasting for strain data under typhoons. Multi-step ahead forecasting was successfully carried out both for non-typhoon and typhoon responses within an acceptable precision range. The correlation between periodic component and temperature was also investigated. Regarding missing data imputation, BLDM algorithm can generate robust results due to making full use of the monitoring data both before and after the missing segments.