This paper examines the prediction of disturbances based on their past measurements using k-nearest neighbours. The aim is to provide a prediction of a measured disturbance to a controller, in order to improve the feed-forward action. This prediction method works in an unsupervised way, it is robust against changes of the characteristics of the disturbance, and its functioning is simple and transparent. The method is tested on data from industrial process plants and compared with predictions from an autoregressive model. A qualitative as well as a quantitative method for analysing the predictability of the time series is provided. As an example, the method is implemented in an MPC framework to control a simple benchmark model.