In this last decade predictive monitoring is an emerging theme of great social importance. In many fields the possibility of having prediction tools is a crucial need for taking suitable measures in advance before an undesired event may occur. Let us think, for example, of prevention of high risk events for health (preventive medicine), or serious faults of costly equipments (industry). Similarly, the possibility of getting predictions about the occurrence of a desired event is useful for taking suitable measures in order to favor the event occurrence (let us think, for example, of reaching a target athletic performance in the sport field). The book presents both a probabilistic model and a general software environment for building specific prediction tools in heterogeneous application fields, tools that, providing facilities for simulating possible future scenarios for each subject being monitored, support personalized decision making. This book should be especially useful to all domain experts that monitor populations of subjects and aim at taking personalized measures in advance, or anyone else (researchers, students) who is interested in the predictive monitoring technology.