Background: Chronic kidney disease (CKD), a progressive disease with high morbidity and mortality, has become a significant global public health problem. At present, most of the models used for predicting the progression of CKD are static models. We aim to develop a dynamic kidney failure prediction model based on deep learning (KFDeep) for CKD patients, utilizing all available data on common clinical indicators from real-world Electronic Health Records (EHRs) to provide real-time predictions. Findings: A retrospective cohort of 4,587 patients from EHRs of Yinzhou, China, is used as the development dataset (2,752 patients for training, 917 patients for validation) and internal validation dataset (917 patients), while a prospective cohort of 934 patients from the Peking University First Hospital CKD cohort (PKUFH cohort) is used as the external validation dataset. The AUROC of the KFDeep model reaches 0.946 (95\% CI: 0.922-0.970) on the internal validation dataset and 0.805 (95\% CI: 0.763-0.847) on the external validation dataset, both surpassing existing models. The KFDeep model demonstrates stable performance in simulated dynamic scenarios, with the AUROC progressively increasing over time. Both the calibration curve and decision curve analyses confirm that the model is unbiased and safe for practical use, while the SHAP analysis and hidden layer clustering results align with established medical knowledge. Interpretation: The KFDeep model built from real-world EHRs enhances the prediction accuracy of kidney failure without increasing clinical examination costs and can be easily integrated into existing hospital systems, providing physicians with a continuously updated decision-support tool due to its dynamic design.
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