Predictions of future climate are of central importance in determining actions to adapt to the impacts of climate change and in formulating targets to reduce emissions of greenhouse gases. In the absence of analogues of the future, physically based numerical climate models must be used to make predictions. New approaches are under development to deal with a number of sources of uncertainty that arise in the prediction process. This paper introduces some of the concepts and issues in these new approaches, which are discussed in more detail in the papers contained in this issue.