The present invention generally relates to a method and a device for monitoring an analyte concentration in the living body of a human or animal. In particular to a method and device for determining analyte values y(t.sub.n) correlating with the concentration to be determined are determined for consecutive points in time t.sub.n. The analyte values y(t.sub.n) is used to predict a prediction value for an analyte y(t.sub.n0+.DELTA.t) over a prediction period .DELTA.t.