Accurate real-time prediction of respiratory motion is desirable for effective motion management in radiotherapy for lung tumor targets. Recently, nonparametric methods have been developed and their efficacy in predicting one-dimensional respiratory-type motion has been demonstrated. To exploit the correlation among various coordinates of the moving target, it is natural to extend the 1D method to multidimensional processing. However, the amount of learning data required for such extension grows exponentially with the dimensionality of the problem, a phenomenon known as the 'curse of dimensionality'. In this study, we investigate a multidimensional prediction scheme based on kernel density estimation (KDE) in an augmented covariate-response space. To alleviate the 'curse of dimensionality', we explore the intrinsic lower dimensional manifold structure and utilize principal component analysis (PCA) to construct a proper low-dimensional feature space, where kernel density estimation is feasible with the limited training data. Interestingly, the construction of this lower dimensional representation reveals a useful decomposition of the variations in respiratory motion into the contribution from semiperiodic dynamics and that from the random noise, as it is only sensible to perform prediction with respect to the former. The dimension reduction idea proposed in this work is closely related to feature extraction used in machine learning, particularly support vector machines. This work points out a pathway in processing high-dimensional data with limited training instances, and this principle applies well beyond the problem of target-coordinate-based respiratory-based prediction. A natural extension is prediction based on image intensity directly, which we will investigate in the continuation of this work. We used 159 lung target motion traces obtained with a Synchrony respiratory tracking system. Prediction performance of the low-dimensional feature learning-based multidimensional prediction method was compared against the independent prediction method where prediction was conducted along each physical coordinate independently. Under fair setup conditions, the proposed method showed uniformly better performance, and reduced the case-wise 3D root mean squared prediction error by about 30-40%. The 90% percentile 3D error is reduced from 1.80 mm to 1.08 mm for 160 ms prediction, and 2.76 mm to 2.01 mm for 570 ms prediction. The proposed method demonstrates the most noticeable improvement in the tail of the error distribution.