This article focuses on the problem of predicting future measurements
on a statistical unit given past measurements on the same and other si
milar units. We introduce a conditional predictor that uses the inform
ation contained in previous measurements. The prediction technique is
based on the iterative EM algorithm, but a noniterative variant is als
o provided. We use the sample-reuse methodology to select an appropria
te predictor. The technique is illustrated in three engineering applic
ations. The first considers prediction in the context of marketing for
bucking in automatic forest harvesters. In fatigue-crack-growth data,
the interest is in predicting the future crack-growth development of
the test unit, and the third application concerns evaluation of pulp f
rom the point of view of its papermaking potential.