Abstract: In a method and arrangement for the neural modelling of a dynamic system with non-linear stochastic behavior wherein only a few measured values of the influencing variable are available and the remaining values of the time series are modelled, a combination of a non-linear computerized recurrent neural predictive network and a linear error model are employed to produce a prediction with the application of maximum likelihood adaption rules. The computerized recurrent neural network can be trained with the assistance of the real-time recurrent learning rule, and the linear error model is trained with the assistance of the error model adaption rule that is implemented on the basis of forward-backward Kalman equations. This model is utilized in order to predict values of the glucose-insulin metabolism of a diabetes patient.