Method and device for monitoring an analyte concentration in the living body of a human or animal

A method for continuous monitoring of an analyte concentration in the living body of a human or animal, the method comprising:

• determining an analyte values y(tn) correlating with the concentration of the analyte for consecutive points in time tn;
• and
• calculating a prediction value y(tn0+Δt) over a prediction period Δt based on the analyte value y(tn) using the following equation:
• y(tn0+Δt)=F(tn0,tn0−Δn, . . . . . . ,t(n0−(m−2)Δn),t(n0−(m−1)Δn))
• wherein function F(tk, tk−Δn, tk−2Δn, . . . , tk−(m−2)Δn, tk−(m−1)Δn) depends on the analyte values y(tk), y(tk−Δn), y(tk−2Δn), . . . , y(tk−(m−2)Δn, y(tk−(m−1)Δn).