"At it's most basic level, science is supposed to represent the investigation of the unexplained, not the explanation of the uninvestigated."
- Hunt for the Skinwalker
"So many people forget that the first country the Nazis invaded was their own." Dr. Abraham Erskine
Looks like a large clear inflatable elongated balloon. Long tubes like that are used in various industries for packaging. They just cut them to the right length. I've seen farmers using a similar system to wrap those large round bales of hay.
Maybe it's a hoaxer that used something like that and filled it with helium.
It's too bad we couldn't estimate the size of it.
At the heart of science is an essential balance between two seemingly contradictory attitudes--an openness to new ideas, no matter how bizarre or counterintuitive they may be, and the most ruthless skeptical scrutiny of all ideas, old and new.
This is how deep truths are winnowed from deep nonsense. -- Carl Sagan
In the Huffington article linked by the OP, one of the comments suggested that it was an experimental military dirigible carrying drones. Another poster, afterwards, seemed to concur, and said he had seen the same thing in another state(I think)
Anyway, those posts are good reading if you have the time.