The Industrial Internet of Things (IIoT), which integrates sensors into the manufacturing system, provides new paradigms and technologies to industry. The massive acquisition of data, in an industrial context, brings with it a number of challenges to guarantee its quality and reliability, and to ensure that the results of data analysis and modelling are accurate, reliable, and reflect the real phenomena being studied. Common problems encountered with real industrial databases are missing data, outliers, anomalies, unbalanced classes, and non-exhaustive historical data. Unlike papers present in the literature that respond to those problems in a dissociated way, the work performed in this article aims to address all these problems at once. A comprehensive framework for data flow encompassing data acquisition, preprocessing, and machine class classification is proposed. The challenges of missing data, outliers, and anomalies are addressed with critical and novel class outliers distinguished. The study also tackles unbalanced class classification and evaluates the impact of missing data on classification accuracy. Several machine learning models for the operating state classification are implemented. The study also compares the performance of the proposed framework with two existing methods: the Histogram Gradient Boosting Classifier and the Extreme Gradient Boosting classifier. It is shown that using “hard voting” ensemble learning methods to combine several classifiers makes the final classifier more robust to missing data. An application is carried out on data from a real industrial dataset. This research contributes to narrowing the theory–practice gap in leveraging IIoT technologies, offering practical insights into data analytics implementation in real industrial scenarios.