The theory of how things will be in the future. This deals with finding the laws of nature that govern how things change. Prediction is related to explanation because if one understands the laws of nature that appear to have caused the current state of affairs, and thus has a good explanation for the current state of affairs, this should allow them to predict future states of affairs.
Beyond simple prediction of what might happen in the material world at some point in the future, some also try to predict what will happen after death. Some major world religions, including Christianity, Judaism, and Islam, include predictions of what happens to people after death (specifically their souls) and what will happen at the end of time.