Grid schedulers require individual activity performance predictions to map workflow activities on different Grid sites. The effectiveness of the scheduling systems is hampered by inaccurate predictions due to the inability of existing predictors to effectively model the dynamic and heterogeneous nature of Grid resources, or the wide range of problem sizes and runtime arguments. To address this deficiency, we propose a hybrid Bayesian-neural network approach to dynamically model and predict the execution time of activities in real workflow applications. Bayesian network is used for a high-level representation of activities performance probability distribution against different factors affecting the performance. The important attributes are dynamically selected by the Bayesian network and fed into a radial basis function neural network to make further predictions. Our approach is generic to any type of scientific applications, and flexible to import expert knowledge to further improve accuracies. Experimental results for activities from three realworld workflow applications are presented to show effectivenessof our approach.