Abstract: The present disclosure relates to the prediction of physiological parameters, such as glucose levels. A training input is received, the training input comprising time-series values of a physiological parameter and time-series values of one or more further parameters. Training examples are generated form the training input, wherein each training example comprises a training dataset and a corresponding training label, wherein each training dataset is generated from the training input with time-series values restricted to a time interval, and wherein each corresponding training label represents the value of the physiological parameter a prediction period after the end of that time interval. A neural network is then trained using the training examples.