yes / This paper presents a methodology for fault detection, fault prediction and fault isolation based on the integration of hidden Markov modelling (HMM) and Bayesian networks (BN). This addresses the nonlinear and non-Gaussian data characteristics to support fault detection and prediction, within an explainable hybrid framework that captures causality in the complex engineered system. The proposed methodology is based on the analysis of the pattern of similarity in the log-likelihood (LL) sequences against the training data for the mixture of Gaussians HMM (MoG-HMM). The BN model identifies the root cause of detected/predicted faults, using the information propagated from the HMM model as empirical evidence. The feasibility and effectiveness of the presented approach are discussed in conjunction with the application to a real-world case study of an automotive exhaust gas Aftertreatment system. The paper details the implementation of the methodology to this case study, with data available from real-world usage of the system. The results show that the proposed methodology identifies the fault faster and attributes the fault to the correct root cause. While the proposed methodology is illustrated with an automotive case study, its applicability is much wider to the fault detection and prediction problem of any similar complex engineered system.