A digital twin is a simulator of a physical system, which is built upon a series of models and computer programs with real-time data (from sensors or devices). Digital twins are used in various industries, such as manufacturing, healthcare, and transportation, to understand complex physical systems and make informed decisions. However, predictions and optimizations with digital twins can be time-consuming due to the high computational requirements and complexity of the underlying computer programs. This poses significant challenges in making well-informed and timely decisions using digital twins. This paper proposes a novel methodology, called the “digital triplet”, to facilitate real-time prediction and decision-making. A digital triplet is an efficient representation of a digital twin, constructed using statistical models and effective experimental designs. It offers two noteworthy advantages. Firstly, by leveraging modern statistical models, a digital triplet can effectively capture and represent the complexities of a digital twin, resulting in accurate predictions and reliable decision-making. Secondly, a digital triplet adopts a sequential design and modeling approach, allowing real-time updates in conjunction with its corresponding digital twin. We conduct comprehensive simulation studies to explore the application of various statistical models and designs in constructing a digital triplet. It is shown that Gaussian process regression coupled with sequential MaxPro designs exhibits superior performance compared to other modeling and design techniques in accurately constructing the digital triplet.